The association's members feel unsafe, and its spokesperson has even received a visit to her home, SVT News Västerbotten reports.
"Too many things have happened lately which mean that Jewish parents don't feel safe having their kids at the schools. Our children shouldn't need to live in a world where they have to be ashamed for what they are, but it's not possible to operate if people are scared," Umeå Jewish Association spokesperson Carinne Sjöberg told SVT.
The association has received threatening e-mails, and also had its buildings painted with the phrase "we know where you live", as well as vandalised with stickers of swastikas.
It made its decision at a meeting on Sunday, where everyone who participated agreed to close the premises and end the association's activities.