During an explosive interview, Mr Horowitz claimed the refugee violence crisis was out-of-control but that "European virtues" had put a stop to any discussion on the statistics.
Sweden accepted 160,000 asylum-seekers last year, with Fox News claiming only 500 have managed to gain employment – a mere 0.3 per cent of those who arrived to claim refugee status.
Tucker Carlson, an anchor at the US news station, called Sweden's response "grotesque"
The filmmaker told Fox News' Tucker Carlson: "Sweden consider themselves a humanitarian superpower, perhaps the only superpower they could possibly qualify for.
"So they want to open up their borders up to everyone and anyone.
"From the onset of the refugee crisis, there was a surge in gun violence and rape – the statistics were clear.
"But locals were just said 'it was men, not refugees' so the majority in Sweden still want to have an open door policy. It’s confounding, really."
He added: "The Swedish government try to cover up refugee rapes.
"There were a spate of violent attacks and sexual assaults at a music festival but officials tried to cover up who the prepetrators were.
"The government has gone out of its way to cover up these figures."
Swedish government are 'purposely covering up' the prepretrators of rape crimes to protect migrants
The Swedish government try to cover up refugee rapes
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Tucker Carlson, an anchor at the US news station, called Sweden's response "grotesque" before adding that "Western masochism knows no bounds".
Later in the interview, Mr Horowitz warned if Sweden did not change its policy soon, then they will have to prepare for "social unrest and terrorism just like in France and Belgium".
Recently, MPs have attacked the national government for not investing enough in police resources to maintain law and order in the country.
Many fear that the sheer amount of unemployment among migrants in Sweden means greater social unrest will be inevitable.
Mr Horowitz warned if Sweden did not change its policy soon, they will face terrorism
Mr Horowitz said that the refugee violence crisis was out-of-control
Opposition politicians have attacked the country's leaders for siding too often "with the murderers rather than the victims".
The interview on Fox News was framed in a debate on 'What the US could learn from Sweden's refugee policy'.
This comes as Donald Trump revealed plans to roll out a new executive order on immigrant restrictions next week.
During a press conference on Thursday, the US President told the media: "We had a very smooth roll out of the travel ban – but we had a very bad court decision.
"So we're going to fix that."
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