The actor was in his homeland over the weekend, when the country scopped the prize at the annual Eurovision Song Contest.
Alexander has joked about singer Loreen's win, Music News reports.
'I was actually in Stockholm when it happened. Epic, epic times,' he laughed to Access Hollywood, before admitting it made him proud.
'You know what? It did actually. I didn't watch it, I didn't watch the Eurovision Song Contest Saturday night, but I have heard of the song. And it's actually pretty good. It's not a bad song!"
The televised contest sees singers from countries in the European Broadcasting Union fight for each other's votes, with the one with the most crowned the winner.
Alexander is famed for playing vampire Eric Northman on popular HBO series True Blood. Stephen Moyer plays Bill Compton and Alexander has explained that he''s excited about the upcoming storyline with his co-star and friend.
'That's what it is - it's a bromance. It's been a lot of fun doing that because there's kind of been like four years of us butting heads, fighting over [Anna Paquin''s character] Sookie and [Stephen] is one of my best friends, so it's fun to actually get to have fun together. and to do something different and something new," he said.
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