Turist, which was written and directed by Ruben Östlund, has already won other global awards including the prestigious jury prize at the Cannes Film Festival.
The plot revolves around a Swedish family on holiday in the French Alps and how they deal with the very near disaster of an avalanche.
It had been widely tipped to win a Golden Globe award but missed out earlier this week. On Thursday it emerged that it had also failed to make the Best Foreign Language film shortlist for the 2015 Oscars.
Instead, the nominees were Leviathan (a drama about corruption in contemporary Russia), Ida (the story of a Polish nun in the 1960s), Estonian movie Tangerines (set during war in Georgia in the 1990s) and Wild Tales (a black comedy drama from Argentina).
Elsewhere, quirky dramas Birdman and The Grand Budapest Hotel both scored nine nominations.
Boyhood, Richard Linklater's coming-of-age movie that took twelve years to make was given six nominations.
Last week, Turist was nominated in ten categories at Sweden's version of the Oscars, the Guldbagge awards.