"Of course we are following developments in Norway," Fredrik Milder at Säpo said.
According to the Norwegian Security Police (PST) there is a concrete terror threat against the country, which has recently marked three years since Anders Behring Breivik killed 77 in twin terror attacks.
"The PST recently received information that people with links to Islamic extremists in Syria may intend to carry out attacks against Norway," PST chief Benedicte Bjørnland told a press conference in Oslo on Thursday.
She added that the attack was planned to take place "within a few days from now."
"The PST has warned several times that extremist Islamist groups in Syria intend to carry out terror attacks in Norway. We often receive such information, but often it turns out to be inaccurate. However, on this occasion our suspicions have been backed up," she said.
Norway's intelligence services estimate that between 40 and 50 people with links to Norway have fought or are fighting in Syria.
Swedish police have advised that they will be strengthening manpower along the Norwegian border in Värmland. Värmland police have confirmed that they have been contacted by the Norwegian police to inform them of the situation.
Sweden's terror threat level, which has remained high since a botched suicide bombing in Stockholm in 2010, has not been amended as a result of the developments in Norway.