The woman, from the village of Tyringe, which is known more for its medieval church than far-right activity, made the application earlier this year.
Ingegerd Widell, the development officer at the Swedish Tax Agency in charge of registering new names, said she could not confirm the story without knowing the name of the woman.
“I would be extremely surprised if anyone would get that name,” she said.
The Swedish Tax Agency, which handles Swedes' applications to change their name, only accepts new names if they do not cause problems for the holder or cause discomfort to others.
According to the agency, before approving a name, its officials check if it could “cause offence, be presumed to cause discomfort for the individual or for some other reason are unsuitable”.
According to the Skånska Dagbladet newspaper, which first reported on the case, the application was rejected because “the word Nazi is a short form of National Socialism and is associated with supporters of Nazism”.
Last year, the agency turned down a 26-year-old man who wanted to change his first name to 'Prince', on the grounds that it was “not a word associated with a name”, and in 2011 a man's bid to have 'His Majesty' added to his name was turned down because it could lead to “misunderstandings”.
Another man did get to add 'King' to his name – an idea he came up with after a long night out – six years ago. But the Stockholmer, King Oliver, told The Local in 2016 that his family “still calls (him) Oliver”.