Lukaku has been a sensation since moving to Goodison Park on a season-long loan, scoring eight Premier League goals to propel the Toffees into the battle for Champions League qualification.
Swansea had themselves been interested in bringing in Lukaku, who also excelled at West Brom last season, on loan but brought in Wilfried Bony having been told by the Blues that the 20-year-old would be staying at Stamford Bridge.
Laudrup said: "We asked about him.
"I didn't call again because Chelsea said they wanted to keep him , but maybe I should have called again.
"He is a real talent. He is fast, can use both feet, he is strong, he is good in the air and is good on the counter-attack.
"He has been a huge signing for them."
Another man to make a big impression under former Swansea boss Roberto Martinez has been midfielder Ross Barkley.
The 20-year-old was first blooded by David Moyes, but Martinez has given the youngster the authority to run Everton's attacking play and has been rewarded with a string of excellent displays which have thrust him into contention for a World Cup place.
Laudrup enjoyed an illustrious playing career as one of Europe's classiest midfielders with the likes of Juventus, Barcelona and Real Madrid.
And the Dane has called for a patient approach to developing Barkley, whose form has won comparisons with Michael Ballack and Paul Gascoigne.
"You have to take it easy," he said. "I really like him but young players need to be given time.
"Do not rush it after 10 or 15 games and say they are a new superstar in world football. Let them grow.
"He has potential like Jack Wilshere at Arsenal. He is really something special but you have to give them two or maybe three years to maintain a certain level.
"They are young players who will have ups and downs and if you push them too hard then you put a lot of pressure on their shoulders and it is difficult."
Looking at his own squad, Laudrup also revealed he is now unlikely to bring in a goalkeeper in January, despite Michel Vorm having undergone knee surgery earlier this week.
The Dutchman's absence leaves Swansea with teenagers Gregor Zabret and Oliver Davies as support to Gerhard Tremmel, but Laudrup does not believe it is worth brining in cover for only a few weeks.
He said: "Michel's operation went well and we are talking about three to four weeks out for him.
"But I don't think we need to sign a goalkeeper for three weeks, and we also have David Cornell out on loan."