The specific reference was to a report he had seen the night before, but he was talking about "rising crime and recent incidents, in general," Sarah Huckabee Sanders said.
The president tweeted that his remark was "in reference to a story that was broadcast on Fox News."
Trump made the remark Saturday while criticizing refugee policies in Europe during a rally in Florida.
"Here's the bottom line we have to keep our country safe," Trump started, before pivoting to the subject of Europe. "When you look at what's happening in Germany, when you look at what's happening last night in Sweden -- Sweden. Who would believe this? Sweden. They took in large numbers, they're having problems like they never thought possible."
Trump then listed several European cities that have suffered high profile terror attacks, including Paris and Brussels.
The context of his remarks led many social media users, including Carl Bildt, a former prime minister and foreign minister of Sweden, to assume that Trump meant there had been a terror attack in Sweden the night before.
"Sweden? Terror attack? What has he been smoking? Questions abound," Bildt wrote on Twitter, referring to the fact that no high profile attack had occurred in Sweden the night before his speech.
Sweden's embassy in Washington contacted the State Department today to ask for clarification about Trump's comment, Catarina Axelsson, a spokeswoman for Sweden's ministry of foreign affairs, told ABC News.
"We just contacted the State Department just to get some clarification of what he's referring to," she said.
Axelsson said it was unclear to the ministry what Trump was talking about. She said there were no incidents that they were aware of, nor has any terror threat level gone up in Sweden.
A local newspaper in Sweden published a list of events that happened on Friday that appeared to have no connections to any terror-like activity, The Associated Press reported.
Sweden's Security Police said that nothing had happened to change the country's terror threat level.
"Nothing has occurred which would cause us to raise that level," agency spokesman Karl Melin told the AP.
But conservatives defended Trump, noting that he never said that a terror attack had occurred in Sweden, only that the country was "having problems like they never thought possible" as a result of admitting refugees.
One night earlier, FOX News aired a segment about a documentary that highlights alleged problems that have occurred as a result of admitting refugees, including rape and gun violence.
Trump has frequently praised FOX News, and made favorable references to the network in a recent press conference.
Conway wrote on Twitter that she meant to say "Bowling Green terrorists."
ABC News' Mary Bruce contributed to this report.