Numerous illegal hand grenades found in Sweden are being imported from former Yugoslav nations, he said. "It is surprising they have not detonated earlier", Alvarsjo said.
The deceased, a 60-year-old man, had been taken to the hospital with serious injuries after an object he picked up off the ground exploded.
Police checked in and around the station after the blast to make sure there were no other explosive devices.
A second person was injured in the explosion, which occurred at the Varby Gard station in the south of the city. Police also called for witnesses to step forward with any information.
There was no reason to believe the event was linked to terrorism, he said.