The Swedish woman, a 77-year-old according to British media, was found dead together with her daughter and her daughter’s husband – all of whom were shot in the head.
The woman is a Swedish citizen and has a Swedish passport, said the foreign ministry, but they were unwilling to divulge further information.
"The information provided in France is correct. She is Swedish. We are waiting for the end of the identification process to issue an official confirmation," foreign ministry spokeswoman Linn Duvhammar said.
Four people were killed in the mystery shooting on Wednesday, in what the prosecutor called an act of "extreme savagery."
Three of the victims were found in a British-registered BMW estate car near Chevaline in the French Alps, while the fourth was a French cyclist who arrived at the scene by chance.
There were two young girls also in the vehicle when the shooting occurred, and they are now both being held under high security from French police.
Prosecutor Eric Maillaud also said an Iraqi passport was found. A man who was found dead in the driver's seat was identified as Saad al-Hilli, a 50-year-old who was born in Baghdad but living in Britain.
One of the daughters, a four-year-old, hid for eight hours under the legs of her dead mother before being discovered by police.
The girl was not discovered at first as police did not know she was inside the car, and were reluctant to tamper with potential ballistic evidence.
It wasn't until witnesses at a nearby camp explained that there were two sisters that police opened the car door and found the four-year-old.
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