"I can't say more about their identity or background, just that they were living in Sweden," Kristian Ljungberg from Sweden's police said.
Questions were first raised when videos of an apparent execution were published, then subsequently translated to Swedish by Expressen. In the video two men are accused of belonging to a Shiite militia before being shot.
According to relatives who contacted Expressen since the video was released, the two men are aged 50 and 20, lived in western Sweden and have been missing since the end of last year.
Expressen says the men travelled to Kirkuk in northern Iraq to meet relatives before going off the radar.