Officers in Nässjö discovered the object at around 5am. It had been left just outside the door to the police station.
“It is now cordoned off so that no one gets hurt if it turns out to be something dangerous,” Jan Lagerqvist, a spokesperson for the region’s police force, told the TT news agency.
The station is not manned overnight and is close to a railway line which passes through the town. All trains have been suspended as a precaution.
According to TT, a bomb squad brought in from Gothenburg, some 180km away, detonated the suspicious parcel later on Tuesday morning. An investigation has been launched.
Nässjö is a small Swedish town with a population of just over 16,500.
A number of public sector buildings elsewhere in Sweden have also been targeted in recent months.
In September, two suspicious objects were found outside a police station on Kungsholmen island in the Swedish capital, but turned out to be harmless.
A suspected bomb left inside Gothenburg City Hall during the morning rush hour in May did not explode when bomb squad officers attempted to detonate it.
Last week a man walked into a municipal council building in northern Sweden, poured a flammable liquid on the floor of the lobby and set it on fire.
In April a lone man had entered county council offices in central Stockholm with an unspecified “dangerous object in his hand” after leaving a suspicious backpack at the entrance of the building.
There is no suggestion that any of the incidents are linked.