Sweden's foreign ministry issued a travel alert on Monday for Swedish nationals travelling in Europe, urging them to exercise increased vigilance and caution.

"In light of the heightened threat of terrorist attacks in Europe, the Swedish Foreign Ministry calls on travellers to observe increased vigilance and caution," it said in a statement.

The ministry called on Swedish travellers to the rest of Europe to be on alert "in public places, in and around public buildings, at tourist attractions, on public transport and in other places with large crowds."

Sweden's travel alert comes shortly after Japan on Monday warned its nationals living or travelling in Europe, of "possible terrorist attacks" by Al-Qaeda and affiliated groups.

On Sunday, the US State Department issued a formal alert warning Americans travelling in Europe to remain vigilant against "potential for terrorist attacks" and urging precaution in public places and transportation systems.

France and Britain immediately voiced support for the security statement, which said "current information suggests that Al-Qaeda and affiliated organisations continue to plan terrorist attacks."

Last week, Sweden's intelligence agency Saepo warned that the threat of "terrorism targeting Sweden" had increased and that it had raised the threat level from "low to elevated".