The Foreign Ministry confirmed that a threat had been made and that the minister had been informed, but had no comment on the matter.
"The embassy has received threats that we understand are being taking seriously," spokeswoman Victoria Bell told the Aftonbladet newspaper which broke the story. "The foreign minister will not be issuing further comment on the incident."
An unnamed staff member told the Expressen newspaper that a person had called to ask to speak with a person responsible for the Julian Assange case. Swedish prosecutors issued a European Arrest Warrant (EWA) for the WIkiLeaks founder, who was accused of rape and sex crimes after a trip to central Sweden.
"A person called the switchboard and asked to speak with the consul general or someone else responsbile for dealing with Julian Assange," the staff member said.
The person then added there was a bomb in the building.
"When it comes to security questions, we don't go into detail," said Foreign Ministry spokesperson Bell, but staff on the ground told Swedish media that the US Secret Service had gone through the modern building, while DC police confirmed there were reports of a potential suspicious package.
Witnesses confirmed that an area had been cordoned off.
DC police spokesman Paul Metcalf said the search for the mysterious package ended in nothing.
"We haven't found anything suspicious," he told the TT news agency.
Staff at the embassy should return to work as normal on Friday.