"It is absolutely a serious problem that people are going to other countries and participating in wars," Reinfeldt told Sveriges Radio on Tuesday. "It's a serious problem while they're there, but also when they come home."
Reinfeldt specified that he would like to see laws where even planning a trip for terrorist activities would be considered a crime.
The Norwegian government announced on Monday that it was considering withdrawing citizenship from individuals taking part in terror activities abroad.
Reinfeldt, however, said that he had no intention of going down the same route and didn't want it to appear as if Sweden had "citizenship trials".
Elsewhere, France recently proposed a ban on foreign travel for up to six months for individuals suspected of being radicalized, allowing authorities to confiscate their passports. Denmark, which has had at least 100 citizens leave to fight in Syria, is also considering such measures.
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Under current Swedish law it is illegal to recruit for terror purposes and provide terrorist training. It is not, however, illegal to attend such training. Swedish authorities are aware of 80 Swedes fighting in Syria, as well as several in Ukraine.