The protest delayed detention hearings for the 14 suspects linked to an an alleged plan to target refugees living in asylum housing on a campsite in Nynäshamn, a small town in a rural area south of Stockholm.
Officers rounded up the group on Monday night in cars close to the accommodation, which is home to some 100 men, women and children. Batons, knives, iron bars and axes were found in the suspects' vehicles.
Three of the men were formally arrested, while a 17-year-old was questioned and released.
Police have previously revealed that the suspects have Polish and Ukranian citizenship. Some are understood to live and work in Sweden while others are believed to have been staying in the country temporarily.
"They belong to the far-right sphere," police spokesman Lars Alvarsjö told public broadcaster Swedish Radio on Tuesday.
Meanwhile Swedish tabloid Aftonbladet said on Friday that it had learned of a Facebook group run by anti-immigration extremists, which had put out a call to action ahead of the alleged plot.
"There is information that refugees who attacked a girl from our country live on a campsite by the beach in Nynäshamn. I'm looking for volunteer guys who can go with me to get there from the centre at 17:00," it reported the post as saying.
The editor of Swedish anti-racism magazine Expo, Mikael Färnbo, told the TT newswire earlier this week that its staff had previously observed close links between far-right communities in Sweden and Eastern Europe.
"In general terms alone we can say that we know that there are connections," he said.
Last month, dozens of masked men believed to belong to hooligan or neo-Nazi gangs gathered in central Stockholm and distributed leaflets calling for attacks on young migrants.
Three of the 14 men arrested in connection with the alleged asylum accommodatio plot were involved in the January incident, Alvarsjö told the AFP news agency.