They are also looking for a 12-year-old who was with the boy at the time and is believed to be his brother or a friend.
"It's been a while since they went missing – three days – so they could have travelled a bit further away than the local neighbourhood, so now police across Skåne are looking for them," Mats Karlsson, Deputy Police Area Manager in Malmö, told The Local.
"We made a call out on police radio so all officers should know what they look like," he added.
The search comes while police are continuing to investigate claims two security guards attacked the boys at Malmö train station earlier this week. Local newspaper Sydsvenskan obtained a video that appeared to show one of the guards pushing the nine-year-old onto the ground, sitting on him and holding his hands over his mouth. The boy could be heard reciting the Islamic prayer the Shahada ('There is only one God, and Muhammad is his Prophet').
The second guard is shown in the same video clip, restraining the older boy on a bench at the station.
The two children somehow managed to flee the scene and have not been seen since.
Mats Karlsson told The Local on Monday that the nationality of the boys remained "unclear" to police, but said it was understood that they had been living at a home for child refugees who had travelled to Sweden unaccompanied.
He said police were working with social services to find out more about them.
There has been speculation in the Swedish media that the pair have relatives in Sweden and may have been at the station searching for their parents or other family members.
"We are trying to find out and gather as much information as possible…but as this is an investigation involving children we cannot reveal that much about our investigation," said Karlsson.