Police haven't said what caused the blast at the police station in Helsingborg.
The country's top police official, Dan Eliasson, called it "an attack against society."
The explosion caused considerable damage to the police station's entrance and shattered dozens of windows in nearby buildings.
No one has claimed responsibility for the blast about 50 kilometres (30 miles) north of Malmo, Sweden's third largest city.
Suburban feuds between criminal gangs fighting over territory have taken place in major Swedish cities in recent years.
The explosion wasn't immediately being investigated as terrorism.
"It is fair to believe that this is a consequence of the good police work we do," senior officer Patric Heimbrand told a news conference.
"We work in heavy criminal environments and some of them could be irritated. But to those I'd say that we cannot be influenced."
Regional police chief Carina Persson told a news conference that Swedish Prime Minister Stefan Lofven had been informed of the blast as is customary after such incidents, but she didn't elaborate.
Ms Persson declined to comment on whether there could any links to a similar blast on 30 November, 2014, against a police station in Malmo which hasn't been solved.
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