Pyongyang said Ri Yong-ho’s trip was for “bilateral relations and issues of mutual concern”.
Sweden has a long history of mediating between the Washington and Pyongyang.
So the visit has prompted speculation it might be part of preparations for the US-North Korea summit.
Donald Trump last week accepted an invitation for direct talks with Mr Kim, a shock announcement from the two leaders who have traded threats and insults for months.
There has been no official word from North Korea since the invitation was delivered, via South Korea.
Swedish Prime Minister Stefan Lofven told his country’s news agency TT that “if the main actors want Sweden to play a role then we are ready to do that”.
“We are a country that is militarily non-aligned and have a longstanding presence in North Korea, and with the trust we enjoy we think we can play a role. But it has to be the main actors who decide which role Sweden will play.”
The US said it was aware of the meeting in Stockholm, but did not know whether it was related to any US-North Korean talks.
US State Department spokeswoman Heather Nauert told reporters in Washington that the US had yet to hear directly from Pyongyang on the planned summit.
The plans for the meeting between Mr Trump and the North Korean leader took the world by surprise.
There have been no confirmed details yet on the summit, the location nor the agenda.
In the invitation relayed by South Korean officials, Mr Kim said he was “committed to denuclearisation”.
The unexpected diplomatic opening followed a year of heated rhetoric between North Korea and the US, and global concern that the hostilities might escalate into military confrontation.
As the US has no embassy in North Korea, Sweden has in the past acted as its diplomatic representative in the authoritarian state.
Sweden, which is not a NATO member, has for instance helped with the release of US citizens held by the North, most recently in the case of US student Otto Warmbier. (Courtesy BBC)