Investigators suspected the man planned to detonate bombs at three locations in the city, the Swedish newspaper Expressen reported.
A backpack bomb found near the man's body appeared to be ready to be detonated remotely, intelligence officials said.
Chief prosecutor Tomas Lindstrand said evidence collected so far indicated the man was acting alone when he killed himself Saturday in central Stockholm, The Local reported.
"As it looks now, he was alone in carrying out the act. But experience tells us that there are usually more people involved," Lindstrand said.
Intelligence officials said they were "98 percent" certain about the man's identity but were awaiting a DNA analysis and an identification of the body by a family member.
The suspect has been identified in media reports and by an Islamic Web site as Taymour Abdel Wahab, 29, The Local said.
Lindstrand said the suspect was "well equipped" with explosives, including a bomb belt and a backpack nail bomb.
"Where he was going, we don't know," Lindstrand said. He said it was likely the bomber's destination was "someplace with lots of people."
Lindstrand said threatening e-mails received by the Swedish Security Agency and Swedish news agency TT shortly before the man blew himself up were sent from a mobile phone or broadband device.
The e-mails contained audio files in which Sweden was criticized for its military presence in Afghanistan and its acceptance of Swedish artist Lars Vilks, whose depiction of the Prophet Mohammed as a dog in a cartoon sparked controversy among Muslims in 2007.
The message said, "(Now) your children, daughters and sisters die like our brothers' and sisters' children die."