Ljungberg is being linked with Malmo after their split with Uwe Rosler.
Andersson is a former Sweden teammate of Ljungberg's, but was tightlipped on reports of an approach to the Gunners coach.
"We are working on and taking steps forward. It should be as fast as possible," said Andersson.
"There is still a lot that needs to fall into place before something is completely clear, so it is difficult to say exactly when it can be done."