Three teenage girls born in 1995 reported that they heard gunshots and saw a man with a weapon in the Rosengård neighbourhood some time between 9 and 9.30pm.
Police have found empty shell casing from a loaded weapon at the location.
The three girls reported that they came to Rosengård by bus, got off at a bus stop near central Rosengård.
They then went to a kiosk where they purchased some items and then stood and talked.
They then saw a unknown male run past, heard three shots and later saw a person standing in a bush with a gun in his hand. They did not feel threatened.
Police confirmed the shooting at a press conference in Malmö on Monday morning, but it is not clear whether anyone was hit.
It also emerged at the press conference that two men were arrested for weapons offences at the Triangle shopping center in Malmö on Friday afternoon. One of them had a gun in his posession when he was arrested and he was remanded in custody over the weekend.
It is unclear whether this arrest has any connection with the recent spate of unsolved shootings targeting Malmö residents of immigrant backgrounds.