Löfven said that even though Sweden's level of preparation for terrorist attacks is good, more can be done.
"What more can we do, and strengthen security at synagogues and schools and obviously mosques, how does security need to be improved. It is always in progress and when this sort of thing happens it naturally leads us to think more about it," Löfven said.
The proposal to make it illegal to travel abroad and fight for terrorist organizations is one of the initiatives aimed at making Sweden more prepared against terrorist threats.
But Löfven also said that it is important to improve the dialogue within civil society.
"We will work both with policing measures and with legal and repressive measures, the difficult part of this work. But we will also work on democracy, which needs to be strengthened, where we in civil society demonstrate that we stand up for our democracy and we stick together, regardless if one is muslim, or christian or jewish or any other belief, or no belief at all, we will stick together against extremism and violence," Löfven said.
The leadership of the Swedish Intelligence Service, Säpo, was meeting Monday to discuss the situation and their continuing work, with increased security around synagogues, mosques and newspaper offices.
Swedish artist Lars Vilks has been speaking of his experiences during Saturday evenings attack on the Krudttonden cultural centre in Copenhagen. Vilks, who has been under constant threat since he published a cartoon portraying the prophet Mohammed as a dog in 2007, was attending the debate on Islam and freedom of expression. He told Swedish Radio News that he was the gunman's intended target.
"No, of course I cannot be sure. It's just that I'm very top candidate. But I will gladly give my seat to someone else, if there's someone who's hotter."
The 68-year-old artist, who lives under police protection, told Swedish Radio News that he hasn't been very much affected by the incident, because he has been threatened several times before and that it has become almost routine.
"You can't really imagine it happening. I am still going to a lot of things, and I've been to this cultural centre in Copenhagen several times before for meetings. Those were very quiet events, and when that gets broken it feels completely unreal. Especially when the shooting began, which is something most of them haven't experienced. It was very strange when the shots started all around us," Vilks said.
The second attack was on a synagogue in the Danish capital and Jewish communities throughout Sweden are worried for their safety.
Stockholm police spokesperson, Lars Byström, told Swedish Radio News that police are "on their toes."
"Stockholmers will notice more police presence on the streets," Byström said.
However, Byström added that there was no extra reason for people to be worried, just to be as observant as usual about what is happening around them.