Media playback is not supported on this device
The 16-year-old from Derby is the number one ranked British junior but does not receive funding from the Lawn Tennis Association.
"I wanted to go as me and my family felt it was the next step. I knew some of the coaches there and it was a smart move," he told BBC East Midlands Today.
"It's a sacrifice you have to make if you want to be a top athlete."
Clarke, who is 106 in the world junior rankings, made his debut in the boys' singles at Wimbledon this week.
Given a wildcard, he was drawn against American top seed Taylor Fritz and Clarke said he "lost focus" during his 6-3 6-2 defeat.
"The higher the level you play, your concentration has to be there all the time," he said. "He was a lot more comfortable going for his shots at the pressure moments.
"I've definitely improved in the last year. I want to get my junior ranking higher so I can play the junior Slams and Futures events from next year.
"The more you play, the more you get used to it and you have just got to keep putting yourself in those situations."
Clarke used to be coached by his sister Yasmin and she believes his move to Stockholm is a logical step.
"He needs to move on, play with better players and have that coaching, which has been vital to his improvement," she said. "The transition to seniors is always difficult but he's on the right track to do it."
Clarke says his lack of funding does make progress difficult, adding: "There is pretty much no money for kids my age.
"I'm fortunate because I have a sponsor but it's such an expensive sport. I gain experience at every junior event I go to but it's a financial loss."
Clarke played two Futures events, which are the bottom rung of the senior tour, in Mozambique last month and is aware of the step up in quality from junior tournaments.
"When you are young you have got to develop physically and get stronger," he continued. "You start on the men's tour on Futures and you don't want to be there for too long.
"There are a lot of good players there who haven't had a chance to move on or who have just started out. It's very tough."
Jay Clarke says moving to live and train in Sweden has boosted his hopes of becoming a top professional.