"The woman who was with the man was several meters behind him", police officer Lars Alvarsjo told Swedish Television.
Mr Alvarsjo said Swedish police have "unfortunately" noticed a rise in the use of hand grenades by criminal groups.
Numerous illegal hand grenades found in Sweden are being imported from former Yugoslav nations, he said.
Police declined to confirm that report, for which the newspaper named no sources.More news: Fodder scam: RJD Chief Lalu Prasad sentenced to 3.5 years in jail
The deceased, a 60-year-old man, had been taken to the hospital with serious injuries after an object he picked up off the ground exploded.
The Varby Gard station was cleared on Sunday and the Stockholm subway was partially shut, with replacement buses serving part of the route on the affected line.More news: Kabul blast: Death toll rises to 20
Police in Sweden say a man has been seriously injured after an explosion at a Stockholm subway station.
Police have cordoned off an area outside the entrance to the metro station Varby Gard, and are investigating the incident.More news: Man Utd leave it late to beat Derby
A 45-year-old woman was injured in the blast, which police said was not believed to be terror-related.