On Sunday, he will be at the PGA Championship, playing for a place in his country's sporting history when he sets out to become the first Swedish man to win one of golf's four Majors.
From ABBA to IKEA to Annika Sorenstam; across entertainment, business and sport Sweden has produced all manner of winners.
The small Scandinavian nation has celebrated Olympic ice hockey gold medals, alpine skiing greats, Formula One winners and heavyweight boxing champion Ingemar Johansson.
But for all their sporting success, over 153-years of major championship golf the Tre Kronor has never produced a men's winner.
Stenson and Jonas Blixt will try to end that drought on Sunday at Oak Hill Country Club after moving into contention at the year's final Major.
Jim Furyk will start Sunday's final round with a one-shot lead over Jason Dufner but hot on the heels of the two Americans are the two Swedes, with Stenson lurking just two back and Blixt three off the pace.
"We've touched on the subject, no Swede has ever won a Major before and we're definitely increasing the chances with having two guys up there rather than one or none," Stenson, told reporters. "We're going to go out there and try our best tomorrow."
Sweden has come close to crowning a Major champion before, Jesper Parnevik twice finishing runner-up at the British Open, but may never have had a better chance than in-form Stenson backed up by Blixt, who is making his PGA Championship debut.
Stenson arrived in Rochester riding a wave of momentum having posted runner-up finishes in his last two starts, the British Open and WGC-Bridgestone Invitational and has used that strong form to carry him up the PGA leaderboard.
The 37-year-old has two US Tour wins but they are two of the circuit's elite events, the Players Championship, widely considered the unofficial fifth Major, and the WGC-Accenture Match Play Championship.
Despite an impressive resume and superb form, Stenson's career has not always been on such an upward arc.
His highs have been offset my crushing lows as he battled depression and consider quitting the sport.
It was during one of those low periods that Stenson found himself playing for club honours instead of battling for a Major title as he will on Sunday.
"I was up in contention there, as well," laughed Stenson. "I didn't win.
"I was playing at my home course and I was not in a good period with my golf.
"I was not playing great and I ended up finishing second a shot back. So I guess it's not something that will stand out as a highlight on my C.V.
"But it's nice to be here. I think I should be at the Majors, rather than my club championship."
While others faltered in difficult scoring conditions during Saturday's third round, Stenson continued his consistent play carding one-under 69 to join Furyk as the only players to break par in all three rounds.
"It's more fun to show up at the races with a good gear box and a good set of tires," said Stenson. "I'm working hard, getting closer to where I want to be and playing some good golf again. Yeah, we are a good ways in that direction, for sure."
Blixt's resume also includes two US Tour wins, including this season's Greenbrier Classic.
The 29-year-old Swede has found the Oak Hill layout to his liking, producing three solid rounds including one of Saturday's best, a four-under 66 to sit alone in fourth just behind Stenson.
"That would be huge. I mean, it's a very small country," said Blixt, when asked what it would mean to win a Major championship. "There's a lot of golfers from there. You set up your goals high and that's a very high goal for both me and Henrik.
"To win one would be very, very special."