The Swedish Security Services was investigating the incident, which officials said caused minimal damage, The Local newspaper in Stockholm reported.
"We don't yet know what type of explosion it is. I can say that damages are minimal but there is some spread of a white powder and several people have had to be sanitized," Sven-Ake Petters of the Dalarna County police department said.
Smoke and the white powder filled the air in the facility, Petters said. Although several people were treated for injuries at the scene, no one was taken to a hospital.
Police said they haven't determined the package's destination.
Wisconsin business offering 'therapeutic cuddling' forced to close
Costly malfunction causes beer flood at Boston-area brewery