The powerful explosion echoed across central Malmö at 2.30am on Monday, from the club on Jörgen Kocksgatan.
Stig Möller of Malmö Police said the club had been the scene of “some kind of incident” over the weekend.
“They have had extra security when the club was open,” he said. The exact nature of the incident is unclear, but police say it may be related to a member of the public being ejected from the club.
Möller said the scene was one of “devastation”, but added it was not yet known what caused the explosion.
Forensic experts have arrived at the scene and police are interviewing potential witnesses from a neighbouring hotel.
“We have started a crime scene investigation, but it is too early to say who or what is behind the explosion,” said Martin Carlsson of Skåne Police.
Andy Roberts of Malmö Police said doormen at the club had been threatened at the weekend, but added: “It is too early to say if there’s a link.”
Roberts said he believes that some kind of explosive was used, adding that the explosion was strong enough to have caused deaths had people been in the club at the time.
No witnesses have so far reported seeing any potential culprits. Police say they plan to examine footage from security cameras inside the club.