A witness had told the police they had seen a person running around near sports grounds in the Kärrtorp suburb, south of Stockholm, around 9pm on Wednesday.
But the many officers sent to the scene found only a man armed with a smartphone.
“We did not find any weapons, just a person with a mobile phone – a Pokemon hunter. When you suspect that someone is armed we always dispatch several units to the scene,” police spokesperson Mats Almqvist told the Aftonbladet tabloid.
Pokemon Go is officially not yet available in Sweden, but that is not much of an obstacle for the tech-savvy and famously smartphone-addicted Swedes.
Nintendo and developer Niantic's Pokemon Go app has been sweeping the world since its release last week in select countries, already knocking Swedish app Candy Crush off the perch as the most popular smartphone game in the United States.
The augmented reality technology allows players to physically walk around their surroundings to search for and 'catch' the cartoon monsters anywhere, using their smart phone cameras and GPS location features.
But this has already caused alarm in the US as users reported finding the pocket monsters at sites like the Holocaust Museum in Washington DC and the Arlington military cemetery.
And in Germany, where it was released on Wednesday, it sparked controversy after it emerged that users could catch Pokemon creatures at several Holocaust memorials.
“This is a memorial space for the six million Jews who were murdered and it is inappropriate for this kind of game,” said Sarah Friedrich, spokesperson for the Foundation Memorial to the Murdered Jews of Europe in Berlin, telling The Local that she hoped the company would remove it as a possible location.
Nintendo and Niantic told Vox on Wednesday regarding complaints in the US that users may report inappropriate locations to the game's support team.