"The Swedish embassy has received a threat aimed at Swedes in general in Belarus," the embassy wrote on its webpage.
"Due to recent events, including the expulsion of Sweden's ambassador from Belarus, there is reason for Swedes to be particularly vigilant and exercise caution when travelling to and staying in the country," it said.
Contacted by AFP on Sunday, Swedish foreign ministry spokeswoman Catarina Axelsson confirmed the information but would not provide any details about the nature of the threat nor when it was issued.
The website's post was dated August 10, one week after the expulsion of Swedish ambassador Stefan Eriksson, and two days after Minsk announced it was expelling all Swedish diplomats and closing its Stockholm mission.
Stockholm has in return refused to welcome a new ambassador to replace an envoy who left the post several weeks ago, and has withdrawn residency permits for two Belarus diplomats who were asked to leave the Scandinavian country.
The tit-for-tats came after the widely-reported "teddy bear stunt" organised by a Swedish advertising agency last month, when Swedish activists flew a plane over Belarus and dropped hundreds of teddy bears attached to little parachutes carrying signs calling for freedom of speech and human rights.
Belarus' authoritarian President Alexander Lukashenko dismissed the country's top border control official and the top air force commander after the incident.
The KGB security police in Minsk has said it is investigating "the illegal crossing of the state border of Belarus by Sweden nationals in a small airplane" and has summoned three Swedes from the advertising agency to appear for questioning.
"Three of us have been asked to appear before the KGB," Tomas Mazetti, the co-founder of the advertising agency, told AFP on Saturday.
The trio -- Mazetti, Hannah Frey and Per Cromwell -- have yet to decide whether they will travel to Minsk, he said.