Alavi told Iranian state TV on November 5 that the "Zionist regime" was behind the plot. He did not elaborate.
Denmark announced last week that police conducted an operation in September stemming from an Iranian plot to kill an Iranian-Arab opposition figure in Denmark.
Swedish police arrested a Norwegian citizen of Iranian background on October 21 in connection with the plot and extradited him to Denmark.
The Norwegian suspect has denied the charges and the Iranian government also denies involvement.
The target of the alleged plot was the leader of the Danish branch of the Arab Struggle Movement for the Liberation of Ahvaz (ASMLA), Danish authorities said.
ASMLA seeks a separate state for ethnic Arabs in Iran's oil-producing southwestern province of Khuzestan.
Tehran has blamed the group for a September attack on a military parade in the city of Ahvaz that killed at least 25 people.
Arabs are a minority in Iran. Some see themselves as being under Persian occupation and are calling for independence or autonomy.
Israeli Prime Minister Benjamin Netanyahu has called Iran the "most potent force of militant Islam," and has warned European Union countries about several alleged Iranian plots to carry out attacks on EU soil.
Comment: Netanyahu is a blowhard. Saudi Arabia is the most potent force of militant Islam.
Netanyahu's allegations about Iranian plots are part of his campaign to pressure European nations to take a tougher stance toward Tehran.
Comment: Iran probably isn't wrong: Crying wolf: Netanyahu claims he warned EU nation of Iranian plots on European soil