It announced that no one had been injured and that an investigation had been launched into what happened.
The police said they received a report of an "explosion" on a street near the embassy in central Stockholm shortly before 18:00 local time on 1 October, AFP reported.
"We have found traces that point to a shooting at the Israeli embassy, but we do not wish to reveal exactly what traces we have found as an investigation is ongoing," said Rebecca Landberg, spokeswoman for the Stockholm police.
The announcement came as police in neighbouring Denmark said they were investigating two blasts that occurred overnight in the "immediate vicinity" of the Israeli embassy. There were no injuries in either incident.
Swedish police noted that information indicated that the embassy building was hit by shots.
Landberg indicated that no one was injured and an investigation has been opened for aggravated weapons offense, endangering others and unlawful threats.
Police have not arrested anyone, but the area is under increased camera surveillance and police are actively collecting and analyzing material.
The shooting occurred amid rising tensions in the Middle East. Iran fired rockets at Israeli territory, and Israel has vowed to make Iran "pay" for the attack.
Since the outbreak of war between Israel and Hamas in October 2023, several incidents have been reported targeting Israeli interests in Sweden.
In February, police discovered a grenade on the grounds of the Israeli embassy compound in what the ambassador said was an attempted attack.
In mid-May, shots were fired outside the Israeli embassy, prompting the country to step up security measures around Israeli interests and Jewish community institutions.
In late May, the Scandinavian country's intelligence agency Sapo said Iran was recruiting members of Swedish criminal gangs to carry out "acts of violence" against Israeli and other interests in Sweden. Iran has denied this allegation.
The Scandinavian country also reported an increase in anti-Semitic hate crimes since the start of the Gaza war.
In early June, police reported finding a "suspected explosive object" outside the offices of Elbit Systems, an Israeli military technology firm known for its unmanned aerial systems, in Sweden's second-largest city, Gothenburg. | BGNES
