Lars Vilks, who was named in the threat message received by Swedish intelligence and news agency TT shortly before Saturday's twin blasts, said numerous people were attempting to blame him for the incident.
The bomber, almost certainly a Swedish citizen named Taimour Abdulwahab, said in his message that Swedes should blame "the pig Lars Vilks" as well as the presence of Swedish troops in Afghanistan for the attacks.
Abdulwahab, who would have turned 29 on Sunday, was carrying a cocktail of explosives and probably meant to cause carnage among Christmas shoppers but succeeded only in blowing up his car and then himself.
"The Swedish people are being warned for not having handled me ... This is a way of laying on collective responsibility," Vilks told AFP.
"I have received many calls and emails from people accusing me of having put the Swedish people in this situation, saying it is my fault," he said.
Vilks has faced numerous death threats, the fire-bombing of his house and a suspected assassination plot since his drawing of the Muslim prophet with the body of a dog was first published by Swedish regional daily Nerikes Allehanda in 2007, illustrating an editorial on the importance of freedom of expression.
Vilks said he could understand "the need to find someone to blame in this situation," but insisted the bombings were an attack on democracy itself.
"A democracy should rest on democratic decisions. If you want to ban blasphemy, you have to do so through democratic decisions. You cannot just change the rules because someone comes in and threatens to detonate bombs if you don't," he said.
The artist said Swedish intelligence service Säpo had stepped up his security since the bombing.
"Each time this gets into the media, it makes my case all the more interesting. And when you combine that with a suicide bomber, it reaches a higher level," he said.