An unidentified drone flew over the Russian embassy in Stockholm early on Friday, dropping paint on the grounds of the diplomatic compound, Swedish police said.
No arrests have been made and no suspects identified, a police spokesperson added.
"We insist that all incidents against the Russian embassy be thoroughly and impartially investigated and that the perpetrators be found and brought to justice," Russia's embassy in Sweden said in a statement.
Investigators will look at whether the incident was in any way linked to a reported case of vandalism at Sweden's embassy in Moscow on Thursday, according to the police spokesperson.
Retaliation expected?
Following the Moscow incident, Swedish Foreign Minister Maria Malmer Stenergard urged Russia to ensure the protection of Sweden's diplomatic mission and its staff.
A Swedish foreign ministry spokesperson said Sweden's embassy in Moscow was in contact with Russian authorities over Friday's incident in the Swedish capital.
"It is serious when a country's embassy is subject to vandalism," Stenergard said in an emailed statement on the incident in Stockholm.
"Swedish authorities are responsible for the embassy's security and the police have initiated a preliminary investigation."