Sweden has received intelligence about a possible attack on the capital by Islamic State militants, local media reported on Tuesday, and security services said they were investigating undisclosed "information".

Newspapers Aftonbladet and Expressen as well as public broadcaster Swedish Radio, citing unnamed sources, reported the information was related to the threat of an attack, possibly in the capital Stockholm.

Expressen reported Swedish security police (SAPO) had received intelligence from Iraq that seven or eight Islamic State fighters had entered Sweden with the intention of attacking civilian targets.

A security police spokeswoman said she would not comment on any specific details of a threat, but said it was working with regular police as well as national and international partners. "Security police are working intensively to assess received information, and it is of such a nature that our judgement is that we can not dismiss it," she said.

Sweden has not been hit by a large-scale militant attack, but a man is currently is awaiting a verdict for allegedly building a suicide bomb with the intent of staging an attack in Sweden. In 2010 a suicide bomber died when his bomb belt went off prematurely in central Stockholm.

The Swedish terror threat level remained unchanged at level three on a five-grade scale, the spokeswoman said. Norwegian public broadcaster NRK reported Norwegian police were assessing whether or not the Norwegian royal family should proceed with a planned trip to Stockholm this weekend to celebrate the Swedish king's 70th birthday, given the supposed terror threat.