A Ministry of Foreign Affairs and Trade spokesperson said the government department is in contact with the family of a New Zealand citizen.
For privacy reasons there would be no further comment.
According to Swedish language newspaper Expressen, the girls were found around 11am on Saturday, one with serious injuries and the other with critical injuries. Both were taken to hospital, while the man, suspected of trying to kill the pair, was found dead nearby.
Police spokesperson Filip Annas said the man and the girls knew each other but would not give further details.
The incident was being treated as double attempted murder, Expressen reported.
On Sunday, cordons were still in place around the villa and police were continuing their forensic investigation.
Police spokesperson Katarina Rusin said no other suspects were being sought, according to the Sweden Herald.
“The focus has been on ensuring that those affected receive the right care, and then we will take a closer look at what the injuries look like and what may have caused them,” Rusin said.