Six demonstrators were arrested but probably will be released after questioning, officer John Hall told the TT news agency.
Protesters were in the embassy during the overnight hours, police said.
A (Moammar) Gadhafi regime flag was burned inside the embassy and a door was painted in rebel colors.
Expecting more protests over the weekend, police have barricaded the area.
On Feb. 22, Libyan Ambassador Abdelmaged Ali Buzrigh embraced the rebellion and hoisted its flag. But Monday the new ambassador, Salah Umi, removed it.
Buzrigh and others accuse Umi being an agent of Gadhafi's secret police.
The European Union withdrew its recognition of the Gadhafi regime March 10, and the Swedish Foreign Ministry says the embassy therefore has no official function.