The protesters bared all outside Stockholm's Concert Hall in the early afternoon when the temperature was close to zero.
"They have tried to get in an area where entrance is forbidden," Stockholm police spokeswoman Towe Hägg told the Aftonbladet newspaper.
She added that police had cordoned off the area in response.
An acquaintance of the protesters told an Expressen reporter on the scene that the men were raising awareness about jailed Chinese dissident Liu Xiaobo.
"The main purpose was to raise awareness about Liu Xiaobo who was the Nobel Peace Prize winner in 2010... he is being kept in prison and it doesn't seem he will be released," the man said, adding that the men were also protesting the house arrest of Liu Xiaobo's wife.
"They are trying to make their voice heard for these people who are put into injustice by a man-made regime in China. This is their main purpose."
Liu was sentenced to 11 years in prison in 2009 on subversion charges after co-authoring Charter 08, a bold petition calling for political reform in his
He was prevented from attending the Nobel Peace Prize award ceremony in Oslo the following year.
Earlier this year, more than 140 Nobel laureates urged China to release the activist in a letter signed by 400,000 people from more than 130 countries.
Inside the hall, guests were arriving to watch the 2013 laureates accepting their awards from Sweden's King Carl XVI Gustaf.
Later on Tuesday night, the Nobel banquet will be held at Stockholm's City Hall. The event has been held there since 1926, sees the 2013 laureates give short speeches to a crowd of 1,300, which includes the Swedish royal family, politicians, and 250 students.
This year, however, both Princess Victoria and Prime Minister Fredrik Reinfeldt were unable to attend as they were in South Africa at a memorial for Nobel Peace Prize recipient Nelson Mandela, who died last week at the age of 95.
Princess Madeleine will not attend either, taking to her official Facebook page to explain that while her heart is in Stockholm, she is unable to attend the event, due to her pregnancy.
Another notable guest, Finance Minister Anders Borg, turned down the invitation due to business in Brussels.