"The police have taken several steps and we have contact with them. We hope that they clear this up very quickly," said Omar Mustafa, president of the Islamic Association of Sweden, to broadcaster Sveriges Television.
The death threats were reported to have been made on Friday shortly after a package containing white powder was sent to the mosque which is located near Medborgarplatsen in central Stockholm.
"I can't go into detail but it was a direct death threat which the police have taken seriously," Mustafa said.
The powder turned out to be harmless although Stockholm police told Sveriges Television that security at the mosque has been strengthened.
The mosque has previously been targeted in a white powder attack and Muslim leaders have advised all mosques in the country to be extra vigilant.
The Stockholm mosque, officially known as the Zayed bin Sultan Al Nahyan mosque, is the largest mosque in Sweden's capital and was inaugurated in 2000. The building can accommodate 2,000 people.