Several masked men burst into a Stockholm theatre on Wednesday night and set off smoke bombs during an anti-fascism event, Swedish police and participants said.

Around 50 people were taking part in the event at the Gubbangen theatre in a southern suburb of the Swedish capital, organised by the left-wing Vansterpartiet and Greens parties.

"Three people were taken by ambulance to hospital," the police said on its website, adding that it had no information about the injuries suffered.

According to the Expo anti-racism party, which had been invited to give a presentation at the event, "a group of Nazis" came into the theatre foyer just before the event was to begin and threw smoke bombs into the hall.

"The Nazis attacked visiters using physical violence... (and) vandalised the premises before throwing a type of smoke bomb that filled the entrance hall with smoke," Expo wrote on its website.

"It's terrible that a meeting organised by the left-wing party has been attacked," said Prime Minister Ulf Kristersson, quoted by the TT news agency.

"This type of hateful behaviour has no place in our free and open society," he said, adding that he had contacted the party's leader to express his "deepest support".

All of Sweden's political parties denounced the assault as an "attack on democracy", TT said.

Vansterpartiet's leader Nooshi Dadgostar told SVT television that an "open event, for equality amongst individuals" was "violently attacked by those who seemed to be Nazis".

She also called on "all political forces" to fight the "far right that threatens our democracy".