The far-right Sweden Democrats (SD) on Friday said their leader Jimmie Akesson has received a letter with a death threat as the party is on course to win record support in Sundays legislative election.

A copy of the threat letter, with the Islamic State group's flag at the top, was published by Swedish media.

"We will behead you if you do not withdraw from the election by the end of this week," the letter reads, adding a similar threat against Akesson's four-year-old son.

Sapo confirmed that it has launched an investigation into the incident.