The delivery, which appears to have been sent from Germany to the newspaper Nerikes Allehanda, contained a 'hard object' according to local media reports from Örebro in central Sweden on Wednesday morning.
Later in the day, Jörgen Westlin from Örebro's police force confirmed that the parcel was not thought to contain anything dangerous.
"The bomb squad is using an x-ray machine to investigate the letter, but so far we do not know what's inside. A criminal investigation has been opened," he told Swedish news wire TT.
The parcel was locked inside a room awaiting the bomb squad from Stockholm, which arrived shortly after 4pm.
"We received the letter this morning and when it was connected with Lars Vilks we felt forced to contact the police," Katrin Säfström, the newspaper's director said.
"We are working as normal and as if this were happening at another newspaper, concentrating on reporting the story," Ola Karlsson, a reporter at the paper told The Local just after 3pm.
The newspaper has previously been subjected to threats after publishing Lars Vilks' cartoon of the prophet Muhammad as a dog.
Police in Germany have also been informed about the parcel, it has been reported.
The investigation into the parcel comes just days after Lars Vilks was caught up in one of two deadly shootings in the Danish capital.
He is the presumed target of the first attack on a cultural centre on Saturday afternoon.
Speaking to The Local on Wednesday just hours before the news of the suspect package emerged, he said he did not feel he should take responsibility for the safety of those around him: "I don't have such a responsibility. It's the person who acts against the rules of society who is responsible."