A military training team in Boden was basing its search on the assumption the grenades were dropped along a roughly 1 1/2-mile stretch of roadway as they were being taking to a depot at an army base, The Local reported.
The grenades had not been found as of late Thursday afternoon.
Wilhelm Guldbrand, a spokesman for the I-19 army base, speculated someone found the grenades and took them home.
The grenades, meant to be used in a grenade launcher, lack warheads but contain active propellant charges and are used in army training exercises. The grenades are packaged in pairs.
Guldbrand urged anyone with information to contact the military.