There are believed to have been eleven players in the hall when the roof caved in.
"They had guardian angels: nobody was injured and everything ended well," said police inspector Eva Malm at 9.30pm.
She said the players had gathered in the dressing rooms adjacent to the hall to drink coffee or wait for their families.
"Everybody is out as far as I understand," said tennis club board member Jonas Nienhüysen, speaking to news agency TT at 9.15pm.
Nienhüysen explained that there are three tennis courts in the hall, the roof of which is vaulted and made of canvas. Originally the hall was erected for indoor golf training.
He believed the collapse was most likely caused by a build-up of snow. Heavy snow fall across southern and central parts of Sweden has led to roofs collapsing at various locations over the course of Wednesday.
Emergency services arrived at the hall in Rönninge, 30 kilometres south of Stockholm, shortly after the alarm was raised at 8.43pm.