"Even demonstrations intended to be peaceful can turn confrontational and possibly escalate into violence," an email sent to US nationals living in Sweden cautioned on Friday.
"We recommend that US citizens avoid the areas where such demonstrations are occurring if possible, and, as always, exercise caution in the vicinity of any parades or protests."
While the email cited Swedish police, who had told them the situation was contained, the embassy nonetheless sent out a list of suburbs to avoid, including Husby, Tensta, Kista, Rinkeby, and Fittja.
The British also urged caution.
"You should avoid large gatherings, take care and monitor local news reports," the Foreign Office stated on its website.
"There have been riots in the suburbs of Stockholm every night since 19 May. Suburbs affected so far are Husby, Hagsätra, Rågsved, Skogås."
The foreign office said that almost 600,000 Brits visited Sweden last year, and said most visits had been incident-free.