It follows the discovery of two dead in a burning automobile in a Malmo industrial area on Sunday afternoon.
After extinguishing the flames, emergency personnel discovered—according to local media—that one of the victims may have had a bullet hole in them.
They may have been shot before the fire started, according to sources, but police have not yet officially identified them. They are British.
After an overnight business trip to Denmark and Sweden, Juan Cifuentes, 33, and Farooq Abdulrazak, 37, were scheduled to return to the UK at 6 p.m. on Sunday.
The two are thought to work for a travel agency and are from north London.
According to the Swedish tabloid Aftonbladet, the Toyota Rav 4 that was later discovered to have burned out was rented from Copenhagen airport following a flight from Heathrow by two Britons.
According to Sydsvenskan, another Swedish newspaper, CCTV showed that three people were inside when it crossed the Oresund Bridge into Sweden.