A church in Sweden has received death threats for holding a service in support of Muslims.

The church, St Petri's in Malmö, was responding to a demonstration held by anti-Islamist organisation Pegida in the city last night – the first to be held in Sweden. The group, whose name stands for Patriotic Europeans Against the Islamization of the West, began in Germany and has since spread throughout Europe.

Malmö parish vicar, Anders Ekhem, told reporters last week that his church wanted to stand in solidarity with the local Muslim community, and "express joy for our city and our Muslim friends".

"There is strong support for diverse cultures in Malmö and it is important that the church is there to support that," he said.

"You can choose to stay silent and let them give a voice to something you don't accept. Or, we can choose to show what we believe in, which is a multi-religious society where everyone is given the freedom to preach their own religions."

However, St Petri's received some severe criticism for its decision, "and in this critique there are more-or-less clear threats," Ekhem told Sydsvenskan.

"I'm concerned about Pegida," he told Germany's Deutsche Welle last night. "They are preying on people's fears. Most Muslims in Sweden support democracy."

Weekly protests in Germany have attracted up to 25,000 people, though counter-demonstrations have garnered even greater support. In Malmö on Monday night, a police spokesperson told AFP that only 30 Pegida protestors marched while at least 3,000 people came to denounce what many see as the group's "racist" agenda.

Pegida's Swedish leader Henrik Roennquist said as many as 150 supporters turned up, however. He claims that "hundreds and thousands" of people contacted him expressing support for the movement, but were afraid to join the demonstration.

"There is an unmet need for this in Sweden. It's not about racism, it's not about shutting out immigrants. It's about our values and traditions," he told broadcaster SVT.

A reporter from anti-racist magazine Expo, Daniel Vergare, told news agency TT that it is unlikely Pegida will become a significant movement in the country.

"But I still think you should always worry when a group takes its mistrust of minorities to the street. Partly because it galvanizes the tension and partly because it points the finger at minorities," he said.

"We need to show them that everyone is welcome here," a counter-demonstrator, Alma Karlssen, told Deutsche Welle last night.

A fellow protestor accused Pegida of "driving a wedge between Swedes and creating more problems than there already are."

"They don't know their history," added another. "This is exactly how Nazi Germany came to power."