Those still mourning the victims of the "Bowling Green massacre" now have a new terrorist attack to grieve about.

During a rally on Saturday, US President Donald Trump was addressing the threat of Islamist terrorism across Europe when he appeared to reference a recent attack in Sweden that never actually happened.

"You look at what's happening in Germany, you look at what's happening last night in Sweden. Sweden, who would believe this? Sweden. They took in large numbers. They're having problems like they never thought possible," Trump said.

The comment left many in Sweden scratching their heads, including the country's former Prime Minister Carl Bildt.

Foreign Ministry spokeswoman Catarina Axelsson told The Associated Press that the Swedish Embassy contacted the State Department on Sunday to request clarification of Trump's remarks and was waiting for an answer. She added that the Swedish government was not aware of any major terror incidents.

Just to be sure, many flooded the Scandinavian country's official Twitter account, which is run by a different Swede each week, with questions about the supposed incident. This week's curator, Emma, a school librarian, assured the public that there had indeed been no such attack.

Soon, Twitter users began offering their own hunches about what Trump might have been referring to, many using the hashtags #lastnightinSweden and #SwedenIncident.

This isn't the first time Trump or his team have referred to make-believe terrorist attacks. Most infamously, White House counselor Kellyanne Conway made passing reference to the "Bowling Green massacre" - another "major" attack that never happened. Conway later said she meant to say "Bowling Green terrorists" as two people had been arrested in the town.