The blast occurred around 3am at the entrance to a justice centre housing a new wing of the Malmö District Court. No one was injured in the explosion.
Skåne County police spokesman Hans Nilsson told the TT news agency that no known threats had been made against the justice centre, which includes secure hearing rooms and a remand centre.
"We don't have any concrete threats, but we have active operations targeting criminal networks through the Olivia project," he said.
Launched at the start of the year, Operation Olivia is an effort to combat organized crime and increase safety in Sweden's third-largest city.
In 2013, close to 100 shootings took place in Malmö.
The justice centre also houses offices for the police, the Prosecution Authority (Åklagarmyndigheten) and the Economic Crime Authority (Ekobrottsmyndigheten).
The area has been cordoned off while a forensic investigation is carried out.
"Now we'll see what the forensic specialists find," said Nilsson.
The explosion has been classified as a case of public devestation (allmänfarlig ödeläggelse).