The shots were reportedly aimed in the direction of a camp in the suburb of Enskede,
"We have launched a preliminary investigation into suspected unlawful threats and violations of the firearms act," said Lars Källgren at Stockholm police.
Interrogations have been held and a forensic examination has been conducted at the site. According to police nothing "of significant interest" has yet been found.
"We have no indication that anyone has been injured," Källgren said.
The police were called by a witness at 6.21pm, although the first police patrol did not arrive until 8.26pm. According to Swedish media reports the police have been criticized for their delayed response to the suspected incident.
Lars Källgren explained to the TT news agency that the delay was probably caused by other more prioritized matters. He furthermore added that the witness had indicated that the shots had ceased by the time of the call.