The incident occurred at 4.30am on Monday at Rosenbad, not far from Stockholm's central train station. Rosenbad is the seat for the Prime Minister's office, and the government offices.
It remains unclear why the man was climbing the building.
"He's in detox right now and we haven't spoken to him," Tove Hägg of the Stockholm police told the TT news agency.
The man is suspected of violent resistance after scuffling with a guard who was trying to arrest him on the scene.
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He is also suspected of crimes against Sweden's protection laws, which protect certain buildings and facilities against spying, terrorism, and sabotage.