"It means that a grocery bag costing 100 kronor ($15) at the EU average will cost a Swedish consumer 120 kronor," Statistics Sweden said in a statement.
Fruit, vegetables and potatoes are particularly expensive, with almost the same price tag as in Norway.
Yet Swedes pay less for fish, milk, cheese and eggs than the EU average.
Norway has the steepest prices in all but fish, and alcohol is particularly expensive at 166 percent more than the EU average. Sweden meanwhile has a 57 percent higher alcohol price than the EU, with alcohol taxes playing no small role in the figures.
Sweden's Baltic neighbours - Estonia, Latvia and Lithuania - still have relatively inexpensive food, as does the Czech Republic and Hungary.
Romania and Poland join Bulgaria at the bottom of the price league, with costs at about 30 percent less than the EU average.