If the allegations prove correct, it would put India in breach of EU sanctions against such shipments to Myanmar's government.
"We are looking into it but we never sent any lethal weapons to Myanmar," an unidentified Indian official told the Hindustan Times.
In 1996 the European Union imposed an arms embargo on Myanmar over reports of human rights violations by the former military junta. Many economic sanctions were eased after Myanmar instituted reforms this year but the arms embargo continues.
Swedish Trade Minister Ewa Bjorling said last week that Swedish-made arms originally exported to India may have transited the country to Myanmar. Sweden has requested information in the allegations from Indian diplomats.