Prime Minister Ulf Kristersson arrived at his local polling station in Strängnäs, along with his wife Birgitta Ed, his two daughters, and their dog Winston.
"This is going to be an extremely, extremely exciting evening to follow," he told journalists waiting outside the polling station, saying he felt "a great sense of hope".
His Social Democrat challenger, Magdalena Andersson, arrived to vote at her local polling station in Nacka alongside her husband, the economist Richard Friberg.
She was noticeably more downbeat than Kristersson had been, complaining about the poor behaviour of the Tidö parties during the campaign.
"It's been a dirty campaign with a lot of lies," she told journalists. "Unfortunately, it's also a campaign that has both started and ended with the Sweden Democrats calling their political opponents traitors to the nation."
She played down recent polls which have shown the opposition's lead effectively eliminated.
"In Sweden, elections are normally close-run and this one is will be too," she said. "Now it's up to the Swedish people to choose the direction our country is going to take."
Benny Andersson, the pianist and composer behind the Swedish supergroup Abba, met Magdalena Andersson (no relation) at the headquarters of the Social Democrats in central Stockholm to show his support.
The songwriting genius said he normally avoided being used as kuttersmycke (literally a figurehead on a ship). "But this time I thought, if that's what I am, then I may as well be it," he told TT.
"If I can contribute in any way to making it go well, I want to do it. I don't think it will help much, but I'll do it anyway."
Benny Andersson also entertained journalists and Social Democrat staff with a short solo performance on the piano.
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Left Party leader Nooshi Dadgostar was out on Sunday morning campaigning in Skärholmen, south of Stockholm.
Simona Mohamsson, the Liberal Party leader, meanwhile, was still campaigning late into the night on Saturday, handing out hotdogs in the Moderate party stronghold of Östermalm in Stockholm, alongside the party's labour markets minister Johan Britz.
Mohamsson has been the surprise success of the election, with her indefatigable campaigning helping grow her party's share of the vote in the polls from under 2 percent until well over the 4 percent threshold to enter parliament.
Sweden Democrat leader Jimmie Åkesson, meanwhile, voted on Saturday in Rinkeby, a majority immigrant suburb of Stockholm. He took the opportunity to criticise segregation in Sweden's cities.
"This doesn't look like Sweden. This feels like you're in part of another country," he complained. "Of course, it's really apparent here. Sweden shouldn't look like this, I think."
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