Police pushed back some 70 protesters who threw rocks and sought to enter the Iranian embassy, said Ulf Lindgren, police spokesman.
Reinforcements had to be called in to calm the situation as protesters demonstrated against the death penalty in Iran and demanded the release of those they called political prisoners there.
Police arrested about a dozen protesters.
At the Iranian embassy outside Copenhagen, Danish police also had to push back protesters as they approached the building. Local media reported that protesters broke windows by throwing rocks and that four were arrested.
Sweden, home to a large community of exiled Iranians, has often seen protests against the regime in Tehran.
Last year, protesters were able to enter the Iranian embassy and partly ransack it, with one employee hurt in the incident.