Gates attended the wedding Saturday of billionaire former Microsoft colleague Charles Simonyi to Swedish socialite Lisa Persdotter.
The Local reported Saturday that Gates arrived in Sweden Friday for three days of wedding celebrations. The newspaper said Gates was accompanied by a team of bodyguards as he passed through Copenhagen's Kastrup airport.
The star-studded guest list was expected to include Ace of Base star Ulf Ekberg and Mick Jagger of the Rolling Stones.
Simonyi and Persdotter were engaged Aug. 8 in France.
Simonyi garnered international attention last year when he spent 13 days in outer space on a trip that cost him $25 million. He is preparing for his second trip into space next year.