UN Secretary-General Kofi Annan said he "was shocked and deeply saddened" by the news of Ms Anna Lindh's death.
"Sweden has lost a successful and a great Foreign Minister, a great Swede and a great European. I have also lost a close friend and so has the United Nations," said Mr Annan, whose wife, Nane, is Swedish.
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In neighbouring Finland, the government met in an emergency session following the news of Ms Lindh's death and conveyed its condolences to her family and the Swedish nation.
"We have lost a close friend and a good colleague," Prime Minister Matti Vanhanen said in Helsinki. "Anna Lindh was known in Finland as a warm, dedicated and cheerful person.
Mr Vanhanen described the attack as "a major setback and shock" to the open societies which the Nordic countries have nurtured.
MPs in Germany's lower house of parliament fell silent as Parliament President Wolfgang Thierse interrupted a budget debate with news of Ms Lindh's death.
"I can only express our revulsion at this deed," Mr Thierse said. "Our solidarity is with the people, the parliament and the government of Sweden."
Norwegian Prime Minister Kjell Magne Bondevik said he received the news with "shock and disbelief."
French President Jacques Chirac telephoned Swedish premier Mr Goeran Persson to convey his "great sadness and consternation."
"It is deeply tragic that we now have lost Anna Lindh in this meaningless way," Danish Prime Minister Anders Fogh Rasmussen said in a statement.
British Foreign Secretary Jack Straw described Ms Lindh as a close friend and said her death was a "terrible tragedy."
"Anna was a good friend of mine," Mr Straw said. "She had this extraordinary ability to balance the demands of one of the most active of Europe's foreign ministers in her role as one of Sweden's leading politicians and that of someone who was completely committed to her family."