Several shots rang out outside the strip club on Roslagsgatan on the northern fringe of inner-city Stockholm.
“Someone fired several shots at the club,” said police spokesman Pontus Sandulf.
There were no reported injuries after the incident.
“We have opened an investigation into attempted murder and will perform a forensic investigation,” Sandulf told the TT news agency.
The shots were reported to the police around 2am on Friday morning. The area was cordoned off awaiting the arrival of the forensics team.