An Australian man who was fatally stabbed in Sweden managed to walk several hundred metres along a street before collapsing.

The 30-year-old was found in Odinsplatsen, a public space in the middle of the city of Gothenburg, at 4:50am on Wednesday morning (local time).

He was suffering severe spinal and abdominal injuries and later died in hospital.

Police said they believed the assault may have taken place in Drottningtorget, closer to Gothenburg's central station, several hundred metres from where the man was found.

Commissioner Ben Wahlin said there was "absolutely nothing" in the man's background to indicate he would be the victim of such a brutal crime.

"We do not understand why just this man was hit," he said.

"We are working on interviewing friends and relatives."

The man moved to Gothenburg in the last European summer and had a Swedish girlfriend. He was born and raised in Australia.

Police have doorknocked the area and are examining CCTV for clues.

"We want to be in touch with all those who have been in the area during the night, even if they do not consider themselves to have seen anything," police spokesman Stefan Gustafsson said.

Forensic technicians and a police dog are examining the area where the man was found.

The Australian Government is providing consular assistance to his family.

"At this stage there is an investigation underway and so we won't be going into any specific details. Likewise, the family are being informed," Foreign Minister Julie Bishop said.

"But I can confirm that the Australian Government is providing consular assistance.

"I'm not in a position to give any more details at this stage because the family is still being informed."

AAP