400 people were evacuated from the Roda Sten art exhibition centre in Gothenburg after a terror threat [Reuters]

Four people have been arrested in Sweden's second largest city on suspicion of planning a terror attack, the country's security police have said.

The four were arrested in Gothenburg late on Saturday evening, the TT news agency said, quoting Sara Kvarnstrom, a spokesman for Sweden's Sapo intelligence agency.

It was not immediately clear whether the arrests were linked to the 10-year anniversary of the September 11 attacks in New York.

Kvarnstrom said the Swedish security service saw no reason to raise its terror alert level, which has been at "elevated" since October.

Police in Gothenburg said in a statement they had evacuated an arts centre located beneath the city's landmark 930-metre Alvsborg bridge due to a threat deemed to pose "serious danger for life, health or substantial damage of property."

Mia Christersdotter Norman, the head of the Roda Sten arts centre in Gothenburg, said about 400 people were celebrating the opening of an international biennial for contemporary arts when police ordered everyone to leave the building.

"Around midnight I was called out by the police and they said there was a threat to the building and asked us to quietly stop the party, which we did and everyone left,'' Christersdotter Norman told The Associated Press news agency.

"Police have searched the building but they didn't find anything,'' she said, adding that the arts centre would re-open as usual on Sunday.

She said she had no information about the arrests, and had not been aware of any threats against the arts festival or its participants before the police operation.

In December last year, a man blew himself up in downtown Stockholm among panicked Christmas shoppers, injuring two people.