The article demonstrates the phenomenon of the radical Salafism in Sweden in the context of terrorist threats. Due to the radicalisation of terrorism, it is an important problem that also affects many other European and non-European countries. The aim of the article is the analysis of the background of the activity of some radical groups and the terrorist cells that make references to the character of this problem. The article refers to some social and economic conditions for violent radicalisation and its challenges for the security. It is focused on the most important dimensions of the counter-terrorism strategy implemented by the Swedish authorities to fight and prevent extremism. The methodological analysis is based on the integration of historical and system method and refers to Marc Sageman’s theory of the jihadist networks, which is more appropriate to understand how they appear and operate. The main conclusion of the article is that jihadist extremism has appeared in the multicultural society which is based on the idea of integration and inclusion. Sweden has implemented the multidimensional and integrated counter-terrorism policy to prevent violent extremism. Regarding the positive attitudes towards immigrants still are the majority, it should be emphasised that the terrorist threat fuels the anti-immigration orientation.