In an audio recording on the Shumukh al-Islam Islamic website, a man identified as Abu Suleiman al-Nasser, a leader of the al-Qaeda affiliate in Iraq, warned that the Sweden attacks were "only the beginning of a new era in our jihad", or holy war.
Suleiman, who is "war minister" of the Islamic State of Iraq (ISI), warned Nato countries to "withdraw their troops from Afghanistan immediately and unconditionally", and to "stop their war against Islam".
Otherwise, "you'll have no security" and "expect that we will strike at the heart of Europe", the speaker warned in the nearly two-minute recording.
In a separate communiqué signed in his name, the previously unheard of Partisans of Islamic Jihad urged jihadists to try to wreak havoc during the Christmas and New Year holidays in the West with false reports of imminent attacks.
"Take care in the coming days to sow terror and panic in unholy ground," said the statement on the Shumukh al-Islam site. "We want to terrify with false alerts."
The same website on Sunday identified the bomber behind Saturday's attacks in Stockholm as Taimur Abdelwahab and published a photograph it said was him.
Sweden's top prosecutor on Monday "confirmed 98%" that "the man who blew himself up" in a busy pedestrian quarter of the Swedish capital following a car explosion, was Abdelwahab.
The twin blasts rocked a shopping street in central Stockholm, killing a man suspected of being the bomber and wounding two others.