The object has been removed from the appeals court and a wider area around the building was cordoned off.
The package was found while sorting the court's post, said Skåne County police spokeswoman Marie Persson.
"They reacted to the parcel and called the police," she said.
The bomb squad and the fire brigade was on the scene soon after. A nearby high school with 270 students was also evacuated as a precaution.
"As far as we know, there aren't any known threats against the court of appeal," said Persson.
She added that it was too early to say whether there was any connection between the suspicious package and the blast that hit the Malmö District Court in the early hours of Monday morning.
By 11.30am, workers returned to the building, with Persson confirming that there was no threat to their safety. According to police, the package contained a USB memory stick.
The overnight explosion, outside Malmö's justice centre, damaged the facade and blew out windows. No one, however, was injured in the blast. Police are now investigating any possible connection between the two incidents.