But the cabinet minister added the Scandinavian country would not be taking a softer approach in the near future.
Ms Wallström said: “The change our in immigration policy was one of the hardest things I have done as a politician.
“The EU should have a common asylum system in which responsibility is shared – otherwise, EU money is withdrawn.
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Margot Wallström said the EU must have a common asylum system
“The EU must stand up for their basic idea, that means the laws we put forward in the future won’t be able to deviate significantly from the rest of the European Union.”
It comes as Prime Minister Stefan Löfven vowed his country would “never go back” to the days of mass immigration after it emerged the Stockholm attacker who killed four people on Friday was a failed asylum seeker.
During 2015 alone, Sweden received more than 160,000 asylum applications, resulting in the country closing its internal borders in an attempt to stagger the levels of migration into the country.
Speaking of the horror which unfolded in the Swedish capital as a suspected jihadi terrorist plowed a beer delivery truck into a crowded shopping street leaving at least 15 injured, Mr Löfven said it left him feeling “frustrated”.
The Swedish PM said: “Sweden will never go back to the [mass migration] we had in autumn 2015, never.
The EU should have a common asylum system in which responsibility is shared
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“Everyone who has been denied a permit should return home.
“This makes me feel enormously frustrated. If you have been denied a visa you are supposed to leave the country.”
Speaking to SVT on Sunday evening, the Swedish PM also said terrorism will never defeat the Nordic country and it will remain united in the face of such atrocities after thousands of Swedes gathered in Stockholm on Sunday in a “love manifestation” rally.
The declaration came after Mr Löfven was asked: “The Swedish people have shown solidarity and conciliation after this attack but the terrorists want to increase fear, to create division in society. How do you view this risk?”
To which he responded: “I believe today’s [gathering] was a clear message from Stockholm and Sweden that we intend to keep our open, warm and inclusive society.
The Stockholm Terror attack – in pictures
Fri, April 7, 2017
The vehicle drove into crowds on Drottninggatan (Queen Street) – one of the city's major pedestrian streets, just before 3pm local time, before crashing into Åhlens Mall
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Truck rams into crowds in central Stockholm
“That was the message. Terrorism will never defeat Sweden.”
Speaking at a Social Democrat party conference this weekend, a visibly moved Mr Löfven expressed his pride in Sweden for its response to the attack.
He said: “I am proud to have you as fellow countrymen. You can take this pride [in your actions] with you for the rest of your lives. Friends, this is our fundamental challenge, as social democrats and as Swedes, during this conference and this decade. We are here to respond to this uncertainty.”
The Swedish PM added the work to combat terrorism must continue across party lines: “We will now invite the other parties that passed the national strategy against terrorism so that this work can be continued.
“We must prevent, obstruct and defend against terrorism with all the resources at our disposal. We will chase these killers with all the strength of our democracy.”