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It turned out there was no such incident and Stephen Colbert pounced on it for his opening on Monday night's "The Late Show."
"No one would believe that," Colbert said after playing the video of Trump's comments at the rally. "Well, not no one, but maybe someone who skips their intelligence briefings."
Following the Trump comments, former Swedish Prime Minister Carl Bildt took to Twitter to mock Trump, asking, "What has he been smoking?"
Colbert jokingly answered Bildt's question: "What has he been smoking? Vladimir Putin's d---?"
"But let's be real here," Colbert continued. "This is the President of the United States. He has access to every and the latest intel at all times. Sir, for real, where did you get your information from?"
Colbert then put up a tweet Trump sent out following the Friday rally saying that he got the information from watching Fox News.
"Oh, I guess Trump only accepts intelligence reports with the logo, 'As seen on TV,'" Colbert said.
"Tragically, Sweden is the third not a terrorist attack that has not shocked the world in the last month," Colbert said to end his opening. "First, there wasn't the Bowling Green Massacre, then no one was lost in Atlanta, and now it's not Sweden's turn. When will it begin?"
Colbert then played a tribute video to those who did not suffer, which included Swedish Fish, ABBA, and Ikea.
Watch the entire Colbert opening below:
Sweden? Terror attack? What has he been smoking? Questions abound. https://t.co/XWgw8Fz7tj
- Carl Bildt (@carlbildt) February 19, 2017
My statement as to what's happening in Sweden was in reference to a story that was broadcast on @FoxNews concerning immigrants & Sweden.
- Donald J. Trump (@realDonaldTrump) February 19, 2017