The Swedish embassy in Washington has asked the U.S. State Department for an explanation of a comment made by President Donald Trump that suggested there had been some sort of security incident in Sweden on Friday.

The U.S. President was speaking at a political rally in Florida on Saturday when, in connection with the mention of a need to keep the United States safe, he said: "You look at what's happening in Germany. You look at what's happening last night in Sweden.

"Sweden. Who would believe this? Sweden. They took in large numbers. They're having problems like they never thought possible."

Trump did not elaborate on the Swedish reference, leaving many Swedes baffled.

"We have asked the question today to the state department. We are trying to get clarity," said Swedish foreign ministry spokeswoman Catarina Axelsson.

Swedish Foreign Minister Margot Wallstrom apparently responded on Twitter with the remark “owing to certain circumstances", followed by a passage from her speech in parliament last week on Sweden's foreign policy.

The passage read: "In 2016, ‘post-truth’ was named Word of the Year by Oxford Dictionaries. Both functioning democracy and constructive cooperation between states require us to speak with, and not about, each other, to honour agreements and to allow ideas to compete. They also require us to respect science, facts and the media, and to acknowledge each other’s wisdom.”

Many Swedes on Twitter mocked Trump's remark using the hashtag #LastNightInSweden.

Former Swedish foreign minister Carl Bildt also took to Twitter, saying: "Sweden? Terror attack? What has he been smoking? Questions abound."