The US Department of State urges its citizens in Sweden to "exercise increased caution and be aware of their surroundings, especially near the American embassy", reports Aftonbladet.
The warning comes after Swedish media reported that Iran may exert pressure through local gangs, writes the department.
Among other things, SVT's Uppdrag granskning and Aftonbladet have reported that Iran is pressuring criminal gangs to carry out attacks on American and Israeli interests in Sweden.