Sweden's Prime Minister Ulf Kristersson speaks at the Joint Expeditionary Force (JEF) Leaders’ Summit on the Baltic island of Gotland, Sweden, on Oct 13, 2023. (PHOTO / AFP)

STOCKHOLM/MALMO — Swedish Prime Minister Ulf Kristersson called on the European Union to bolster border controls and internal security after a gunman killed two Swedes in Brussels on Monday, saying the region could not afford to be "naive".

Two Swedes were shot dead and a third wounded in central Brussels on Monday night as Belgium hosted Sweden for a football match. A man who identified himself as a member of the Islamic State claimed responsibility in a video posted online.

Sweden's embassies urged nationals to exercise increased vigilance abroad while Swedes at home voiced concerns about safety in a country lately

Police in Brussels later shot and wounded a 45-year-old Tunisian suspected of the killings. The suspect died in hospital from his wounds, Belgian authorities said.

READ MORE: Britain warns of possible terrorist attacks in Sweden

"All indications are that this is a terror attack aimed at Sweden and Swedish citizens only due to them being Swedish," Kristersson told a news conference.

"These terrorists want to scare us into obedience and silence. That will not happen."

Kristersson said Sweden and the European Union needed to better protect their borders and ensure that dangerous individuals could not stay illegally within the region, adding: "This is a time for more security, we can't be naive."

Sweden raised its terror alert to its second-highest level in August after Koran burnings and other acts in Sweden against Islam's holiest text outraged Muslims and the government warned that the country had become a priority target among jihadists.

Swedish authorities have also said the country has been the target of disinformation in social media about issues such as the Koran burnings and social services' handling of Muslim families.

Sweden's embassies urged nationals to exercise increased vigilance abroad while Swedes at home voiced concerns about safety in a country lately also contending with a wave of gangland shootings.

"I'm actually starting to feel a bit more threatened since as I understand (it) these people ... they were just normal Swedes watching a football game," Ylva Lindroth, a clinical microbiologist, said on a street in Malmo, in southern Sweden.

"I'm worried about where the world is going and the reputation that Sweden has gained lately."

READ MORE: PM: Sweden thwarts several terrorist attempts

The suspected assailant in Brussels, calling himself Abdesalem Al Guilani, claimed in a video on social media that he was a fighter for Allah.

"The threat assessment against Sweden has gradually changed and the threat of attacks by above all violent Islamist extremism has increased," security police SAPO said in a statement following the attack on Monday.

"It is a serious situation and the Security Police estimates that it will remain for a considerable period."