"He trained in Mosul for three months...He entered Iraq from Turkey," General Dhai Kanani, the head of Iraq's anti-terrorism unit, said of Taimour Abdulwahab in excerpts from an interview with Arabic-language television channel Al Arabiya.
Kanani said the information was obtained from a detained Islamist and that Baghdad had warned US intelligence of a possible attack by Al-Qaeda.
"The attack was going to be in the United States, Europe or Britain," he said.
Kanani did not say when Abdulwahab spent his time in Mosul, the northern city that is a hive of Al-Qaeda activity. He added that Iraqi authorities were investigating information about an Egyptian militant who was training in Iraq at the same time.
In Abdulwahab's purported will, posted on an Islamist website shortly after his December attack, he said the Al-Qaeda front group in Iraq, the Islamic State of Iraq, "has fulfilled what it promised you."
The late chief of the self-proclaimed ISI, Abu Omar al-Baghdadi, had called in an audio message in September 2007 for reprisals in Sweden for the cartoons of Islam's prophet Mohammed by Swedish cartoonist Lars Vilks.
Baghdadi also offered cash for killing the cartoonist and named Swedish companies like Ericsson, Ikea and Volvo as potential targets to harm Sweden's economy.
Abdulwahab became a Swedish citizen in 1992 after his family fled Iraq. He staged the attack on the eve of his 29th birthday.