The explosion in an apartment building in the Hallonbergen neighbourhood also caused a fire. Once firefighters had extinguished the flames, they came upon the three bodies.
According to the Aftonbladet newspaper, the bodies of one adult and two children were found among the debris, information which was later confirmed by an emergency services spokesperson for the Expressen newspaper.
The alarm was raised at about 4.30am and the other residents in the building have reportedly managed to take themselves to safety.
A neighbour described for the TT news agency how he was awakened by the blast shortly after 4.30am.
“I heard a noise, it wasn’t really powerful but it woke me up. And then suddenly the ventilation fans stopped working. Then the neighbours came and said ‘we need to leave, there’s a fire’,” said Temesgen Essaias, who lived in the same entryway.
While the explosion damaged windows in adjoining apartments, the damage was extensive in the actual apartment.
“There was an awful lot of debris,” Stockholm fire department spokesman Roger Sverndal told the TT news agency.
Emergency services said it was unclear how the explosion had come about, but the police have opened a murder inquest.
“We have three people dead in unclear circumstances, which makes it a murder investigation,” western Stockholm police spokesman Martin Sjöli told TT.
Forensic officers arrived at the scene on later on Friday morning after the bomb squad had completed a sweep of the area and failed to find any additional explosive devices.
“Now the forensic investigators can go in and figure out what happened,” police spokesman Kjell Lindgren told TT.