The princess, together with her mother Princess Madeleine and her father Chris O'Neill, touched down in Stockholm's Arlanda airport just after 7am.
The trip is set to be a hectic one, said a royal spokesperson, as it will include Leonore's baptism, a celebration to mark the one-year anniversary of Madeleine and O'Neill, and Sweden's National Day on Friday.
Leonore will be christened on June 8th at the Drottningholm church.
IN PICTURES: Princess Madeleine through the years
Madeleine's and O'Neill's wedding was almost a year ago to the day, with the pair tying the knot in Stockholm on June 8th 2013.
DON'T MISS: Ten memorable images from Madeleine's wedding