Swedish weather agency SMHI issued a class-2 warning for Skåne, Halland, Värmland, Dalarna, Gävleborg, and the Upplands coast including Öland and Gotland.
"Class-2 warnings can cause you a lot of trouble if you're thinking about heading out," Sofia Söderberg, meteorologist at SMHI, told the Aftonbladet newspaper.
The full brunt of the storm is expected to hit Sweden, particularly the southernmost parts, later on Thursday evening and likely throughout the night. Meteorologists have predicted up to 30 centimetres of snow in Svealand.
There was a brief flurry of snow in Stockholm shortly after midday on Thursday, and rainfall continued throughout the afternoon on the west coast.
Trains in southern Sweden were cancelled in the afternoon, and none will head across the Öresund bridge until further notice.
"We closed down the train traffic between Malmö and Ystad at midday. From 3pm we put a stop to the traffic on the minor lines in southern Sweden in Skåne, Småland, and Blekinge," Linus Eriksson of Swedish rail service SJ told the TT news agency.
"And we did not want to run the risk of crashing into a tree flying at 160 kilometres an hour," he added, referring to a tree that blew into power lines cutting power to local the train lines.
Some ferry routes to and from southern Sweden have also been cancelled.
Many municipal recreational facilities have been closed down around Malmö, including bowling and swimming halls, ice skating rinks, and gyms.
Aftonbladet had one reporter out on the streets of Malmö, with one interviewee stating that it was so windy that it was hard to keep her feet on the ground.
The storm surged through Scotland on Thursday with wind speeds of over 160 kilometres per hour, claiming the life of at least one person.