"They've prepared for the worst," Gaudin said Sunday.
His parents, who live on the upper part of Jefferson Parrish, have stocked up on generators, food and water.
"They left in '05 because of [Hurricane] Katrina and when they came back, there wasn't much damage," Gaudin said. "But it was three weeks away from the house worrying about it and not knowing what's going on. My dad said he didn't want to do that, so they're going to stay.
"You just pray and hope that if it does hit, it's minimal damage and minimal casualties."
Gaudin isn't the only Cubs player keeping an eye on the Weather Channel. Pitcher Jon Lieber lives in Mobile, Ala., which isn't far from the coast, while Ryan Theriot now has in-laws bunking at his Baton Rouge, La., home after leaving New Iberia, La. Mike Fontenot is keeping tabs on family in nearby Lake Charles, La.
Baseball has taught Gaudin that he can only concern himself with things he can control. It's impossible to control a hurricane.
"If they do flood and I flood, it won't be good for anybody because that's the highest point [of New Orleans]," Gaudin said. "It's your home, it's where you live. It's distracting, but you can't let things you can't control get in the way of your job and your life.
"Every time you look at the TV, turn the channel, you see the name 'Gustav.' Hopefully, it's less than last time and there's no casualties, no deaths, no problems."
His sister and brother-in-law evacuated New Orleans. Gaudin is trying not to worry about his parents.
"I look at it as your life is precious and you've only got one of them," he said. "Houses and money and things can be replaced, but your life can't."
Carrie Muskat is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.