Wallström's comments came following a meeting with Russia's ambassador to Sweden, Viktor Tatarintsev, to discuss what appeared to be a veiled threat made by a Russian foreign ministry spokeswoman a week ago.
“Swedish membership in Nato would have politico-military and foreign policy consequences, and would require retaliatory measures from Russia,” said Maria Zakharova at a briefing in Moscow on September 10th.
The controversial statement followed three months after Russia's top diplomat in Stockholm said that Sweden “was not a target for Russia's armed troops” as long as it remained neutral, but that if it were to join Nato then his country would adopt “counter measures”.
On Thursday Wallström revealed she had met with Tatarintsev to discuss the comments made by Zakharova. She declined to elaborate on what was said at the meeting, but admitted that she had issued sharp criticism.
“We wanted an explanation of the Russian Foreign Ministry's statement. We also wanted to establish that Sweden decides its own foreign and security policies and that we do not accept attempts to, through threats, influence us in this or other matters,” she told the Expressen tabloid on Thursday.
“We delivered a clear message. Threats from Russia are unacceptable,” the minister added.
A total of 41 percent of Swedes think the country should join Nato while 39 percent remain against it, a major poll suggested on Monday, indicating a rapid shift in public opinion. A similar survey in May stated that 31 percent of respondents were for Nato membership.
The increased support is largely credited to a rising fear in the Nordic country of a potentially aggressive Russia. Sweden’s security service Säpo has said that the biggest intelligence threat against Sweden in 2014 came from its eastern neighbour.
Sweden's ruling centre-left coalition – made up of the Social Democrats and the Green Party – is historically against Nato membership. However, there have been indications in the past year that the Scandinavian nation is moving closer to joining the defence alliance.
In April, Sweden, Norway, Denmark, Finland and Iceland announced far-reaching plans to extend their military cooperation. The move was “a direct response to aggressive Russian behaviour”, said Sweden's defence minister Peter Hultqvist and his Nordic counterparts at the time.
Although Sweden is set to invest 10.2 billion kronor into its armed forces in the coming year, the country's defence capabilities have been questioned following increasing military activity from Russia in the Baltic region.
In October 2014, a foreign submarine – suspected to be from Russia, although this was never confirmed – was spotted in Swedish waters just outside Stockholm. A number of Russian planes have also been spotted in or close to Swedish airspace over the past year.