The trio are accused of trying to rob a vehicle transferring money that was situated just outside Bremen in northern Germany last June.
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However German police failed to trace them on home soil and issued an international arrest warrant.
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According to Swedish police sources speaking to regional newspaper Kvällsposten, the group went into hiding in a house in southern Sweden in December.
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Officers have since linked fingerprints found in a cottage to the missing alleged criminals, however the group have now disappeared from the cottage.Â
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Swedish police are continuing to search for the three suspects, who are understood to be two men and one woman.
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All of the accused are believed to be members of Rote Armee Fraktion (RAF), a gang of far-left criminals classified as terrorists by the German government and the EU.
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The militant group was most active in the late 1970s and has carried out a range of deadly shootings as well as bombings, kidnappings and bank robberies.
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