Police in central Sweden have increased security at asylum lodgings, fearing a backlash after two Eritrean asylum seekers were detained on suspicion of murdering two people at an IKEA store.

A man and a woman were killed in a knife attack at an IKEA store in the city of Vasteras on Monday.

Two suspects were detained by police, one of whom was seriously injured.

One suspect has denied involvement, while the other is hospitalised. Both had been staying in the same asylum centre, police said.

Police said there was no evidence of any political motive. The victims did not have any connection to their attackers, police said.

"Local police across the region have been tasked with taking these measures, to be there for safety purposes for everyone there - those who work there and those who live there," Vastmanland police spokesman Per Agren told Sweden's TT news agency, referring to asylum centres in central Vastmanland county.

Sweden has been one of Europe's most generous recipients of asylum seekers. In 2014, it received 81,200 applicants, 13 per cent of the total in the European Union.

The anti-immigration Sweden Democrats, who in 2010 took seats in parliament for the first time, have become the third-biggest party, arguing that record numbers of asylum seekers are undermining the country's cherished welfare model.

The Swedish National Council for Crime Prevention said this week the number of suspected hate crimes — attacks motivated by the victim's religious, sexual or racial identity — hit a record level last year.

In one of the latest incidents, two homeless migrants were shot at as they slept in a car in the northern Swedish town of Boden last week.

Reuters/AFP