"Every week I receive reports about both more and less serious spy activity," Mikael Frisell, head of the northern Swedish military region, told public broadcaster SVT, which reported on Tuesday that an internal memo had been sent round to Armed Forces staff instructing them to stay vigilant, media wrote.

According to unconfirmed reports to SVT, a Nato officer was threatened by Russians on a visit to the pub during a Nato exercise in Lulea in northern Sweden. They allegedly showed pictures of his family and requested specific information about the exercise.

"I can tell you that during the air exercise Ace in Norrbotten I received a security report about an individual being contacted but I don't want to say more than that," said Frisell.

Last week the country's Armed Forces said that foreign spies had been present at an international military exercise in the south of Sweden in August, to "gather intelligence and information".

And earlier this month the southern Swedish military opened a dedicated phone line for members of the public to provide tips about suspicious behaviour and warned of foreign intelligence gathering.

"Everyone has to start to realize that this is what it looks like now, that this really is happening in Sweden and we have to start taking it seriously," said Frisell.

Meanwhile, the Svenska Dagbladet newspaper also reported on Tuesday that soldiers had been approached by unidentified individuals during another recent exercise on Gotland, the Baltic Sea island where Sweden last week decided to station permanent military troops.

"People in foreign-registered cars approached soldiers and asked different kinds of questions about the operations," lieutenant-colonel Hans Hakansson told the Swedish daily.

A press spokesperson for the Armed Forces confirmed that a higher number of 'security incidents' have been reported in recent years, but added that it could also be due to increased vigilance. 

Prime Minister Stefan Lofven on Monday denied suggestions that a perceived growing military threat from Russia was behind the decision to put permanent troops on Gotland, according to the report.

"I've said it before and it remains unchanged: there is no direct military threat to Sweden," he said. "… but we have long been able to note that the security situation has changed, not least because of what happened in Ukraine and the annexation of Crimea."