Swedish intelligence service Sapo is investigating a possible terror threat to the capital, Stockholm, local media say.
Iraqi authorities had informed Sweden that seven or eight militants from the so-called Islamic State group had travelled to Sweden, newspapers reported.
A Sapo spokesman would not confirm the nature of the information received.
But he told Swedish Radio the information could not be “dismissed”.
The national terror threat level is unchanged at three, or “elevated”, on a five-point scale.
National agencies and police are said to be on stand-by, though Sapo has cautioned that it receives this type of information “quite often”.
Stockholm is the largest city in the Nordic countries, with a population of some 900,000.