Four people have been arrested in Sweden on suspicions of preparing a terror attack to coincide with the 10th anniversary of the 9/11 attacks in the United States, police say.

They were detained in the west coast city of Gothenburg shortly after the city's Roda Sten arts centre was evacuated overnight because of a terror threat, BBC reported, citing security police officials.

There were some 400 people in the centre, who had come to celebrate the opening of an international festival for contemporary art.

Police have searched the building but found nothing.

It was not immediately clear whether the incident is linked to the tenth anniversary since the September 11 terror attacks in the United States.