"They've been fighting like cats and dogs recently," someone described as close to the couple told Sweden's Aftonbladet.
The Local said Anna, 38, called police last Thursday after she and Paul, 68, got into a heated argument regarding Anna's decision to fire one of their housekeepers.
The newspaper said Paul filed for divorce Friday and Anna has since moved out of the marital home.
The former couple have a 4-year-old son together.
2014: The Year in Music [PHOTOS]