Sweden is one of only a handfull of western countries which have an embassy in North Korea. In the past, Sweden's representatives in Pyongyang have also acted as a go-between between the United States and North Korea.
North Korea's new ambassador to Stockholm was supposed to make a courtesy visit Tuesday to the Foreign Ministry in Sweden to meet Bildt. That meeting has been cancelled. Instead, Bildt says the Foreign Ministry will file a formal protest with the North Korean embassy in Stockholm.
"The UN Security Council is going to meet this afternoon and they will probably discuss further sanctions," Bildt tells Swedish Radio news.
But Bildt says further sanctions may have little effect because the country is already so isolated. He adds that China has an important role to play.
"The North Korean economy is, if it is at all dependent on the outside world, very dependent on China. So it's China who has the possibility to have an impact here."
North Korea's third nuclear test was expected. The last test took place four years ago. North Korean leaders had earlier said they would perform another nuclear test partly in reaction to new UN sanctions put in place after the country tested a long distance missile in December.
Sound clip above: Interview with Social Democrat MP Kent Härstedt, a frequent Swedish envoy to North Korea.