But police say they're not sure any money would have survived the blast.
Regional police spokesman Calle Persson says neighbours alerted the police to an explosion in the small southern town of Genarp around 3 a.m.
People in neighboring houses reported they saw "a few men" at the site immediately after the explosion and heard a car pull away.
They sent a bomb squad to check the site before officers began an investigation.
No one was hurt but the blast destroyed two walls of the red-brick building.
It was not clear if the damaged ATM had contained any money.