The unspecified threat, emailed to the Swedish government, parliament and other authorities, emerged just after 4pm on Monday.
Swedish MP Hanif Bali, who represents the centre-right Moderate party, broke the news on social media, writing that politicians had been told of the threat earlier in the afternoon.
FLASH: Hot mot riksdagen. Riksdagsförvaltningens ledningsgrupp meddelar att det idag har inkommit ett hot mot Sveriges riksdag.
— Hanif Bali (@hanifbali) November 16, 2015
“It's been sent to the Stockholm police and others with wording containing threats against the parliament tomorrow [Tuesday],” Säpo press spokesperson Sirpa Franzén then confirmed to the Aftonbladet newspaper.
She refused to comment on the exact specifics of the email but said it was being investigated.
“We take all reported threats seriously and investigate if it's something to probe further or to dismiss,” she added.
The Expressen tabloid reported that a text message was sent to all members of parliament, which relayed that it had received a threat, adding that considering the “situation abroad”, the threat was likely to receive “great attention in the media”.
“For that reason, we would like to inform that the threat is being handled in accordance with the parliament administation's well-established routine procedures in cooperation with the security police. Parliamentary work will be conducted as normal,” the message went on to add.
A spokesperson also confirmed that a threat had been sent directly to the Swedish government.
“Exactly how the email was worded we won't comment on. It happens that the government offices get threats and when that happens we report it to the security police. It's their job to investigate it and to assess the need for extraordinary measures,” government press spokesperson Bodil Sundén told Aftonbladet.
It was not known whether the emails contained threats directed against any individuals. Prime Minister Stefan Löfven's press office declined to comment when approached by Swedish media.
The Local has attempted to contact the Swedish parliament's head of security.
Sweden has been in a heightened state of 'vigilance' since Friday's fatal terror attacks in Paris.
The news of the threats came as security was being stepped up ahead of the second leg of Sweden's Euro 2016 football playoff with Denmark in Copenhagen on Tuesday.
For all of the latest on the Paris attacks and their fallout, including Monday’s numerous arrests, see The Local France.