Bosnian police say they have arrested four men suspected of building an explosive device intended for a terrorist attack in an unspecified Scandinavian country.

Three suspects were arrested at the border while trying to leave Bosnia with the explosive device in the trunk of their car, while a fourth was simultaneously arrested in Sarajevo, police said on Friday.

The arrests were the result of a coordinated operation also involving officials from Netherlands and Sweden.

The four suspects, including one Swedish and three Bosnian nationals, are suspected of having built the bomb in Bosnia after receiving "a request" from Scandinavia.