After Fogh Rasmussen was dropped off at the popular Swedish skiing resort Sälen by Blackhawk helicopter to attend the annual conference, he fielded questions from Swedish journalists, many of whom focused on whether Nato would ever rush to Sweden's defence.
"I don't want to go into that because it is a hypothetical scenario," Fogh Rasmussen said.
"But collective defence only applies to Nato members."
He explained that there were "limits" to Sweden's cooperation with Nato and that partner countries like Sweden aren't covered by Nato's Article 5, which obliges members of the alliance to come to one another's aid.
Recently, Sweden's commander-in-chief Sverker Göranson said that Sweden's scaled-back military has left the country vulnerable. Sweden, he claimed, can only defend itself for one week if it comes under attack.
"If a Nato partner brings a security issue to our table we will of course look at it but there is no guarantee," Fogh Rasmussen, speaking in his native Danish, told journalists on Monday.
"You cannot be outside Nato but want everything that Nato can give. Sweden knows this and we will not meddle in whether it becomes a member."
He still credited Sweden for being Nato's "most active partner". Sweden partakes in the Nato-led mission in Afghanistan, for example, and Swedish war planes patrolled the no-fly zone over Libya as western nations rallied to topple the regime.
"I have pointed out to your defence minister that the Nato Response Team will become increasingly important," Fogh Rasmussen said as he wrapped up the Q&A session at the military conference in Sälen organized each year by the think-tank Society and Defence (Folk och försvar).
He also stressed that regional cooperation would become more important, on the same day that Sweden's foreign and defence ministers wrote in an op-ed in the Dagens Nyheter newpaper that they wished for more Nordic tie-ups.
"There should be more regional cooperation in Europe," Fogh Rasmussen said.
"You cannot do everything by yourself but you can do it if you have company."