The king cut short a visit to Brazil on Friday to return home.
Anders Thornberg, the head of Sweden's domestic intelligence agency, says the man had been on authorities' radar some time ago.
According to the AP, a spokesperson for the national police said the suspect is known to have "been sympathetic to extremist organizations".
Jan Evensson of the Stockholm police said authorities have questioned more than 500 people in the investigation so far.
The department store has now apologised and postponed its reopening.
The Prime Minister also laid flowers and lit candles at the site of the attack to mourn the loss of fellow Swedes.
In Brussels, the Belga news agency said the Belgian woman had been reported missing before she was identified by her identity papers and later by DNA testing.
The statement said the two leaders agreed on the importance of working together to tackle these threats. Police across the Nordic region went on heightened alert after the Stockholm attack. Four people died, including the attacker. Two people injured in the attack remain in intensive care.
Flowers are placed at a fence in front of the department store Ahlens following a suspected terror attack in central Stockholm, Sweden, Saturday, April 8, 2017.
The Uzbek suspect had been due to be deported from Sweden after his residency application was rejected a year ago. Media reports said the man, a father of four who worked in construction, did not come across as having been radicalized.
"Yes, it is correct, it is likely him", police spokesman Lars Bystrom told The Associated Press.
The British man killed in the attack was named as 41-year-old Chris Bevington by the British Government on Sunday night.
The suspect behind the Stockholm truck attack had been facing deportation and had extremist sympathies, Swedish police say.
Police in Stockholm on Saturday.
The man arrested remains officers' prime suspect for the attack, which saw a hijacked lorry plough into the front of a shop in the pedestrian thoroughfare of Drottninggatan.
Four people were killed and at least 15 people were injured in the terrorist attack, during which the attacker drove a stolen beer truck into a crowd on the popular Drottninggatan pedestrian street, eventually crashing into the Åhléns department store.