A security guard at the Swedish prime minister's residence was killed Friday in what appeared to be a self-inflicted shooting, police and Swedish media said. The prime minister was not in the building.

Police wouldn't immediately reveal how the man was killed, saying they wanted to inform his next of kin first. Tabloid Expressen said the victim died after shooting himself, but didn't cite any sources.

Markus Friberg, a spokesman for Prime Minister Fredrik Reinfeldt, confirmed to The Associated Press that the prime minister was not in the building when the shooting happened. Tabloid Aftonbladet said Reinfeldt was visiting the paper's office in Stockholm.

"I can say nothing happened to the prime minister. He was not harmed," Stockholm police spokesman Lars Bystrom told AP. "And it wasn't one of his bodyguards but some security guard. We do not suspect any crime."

Police officers stand outside the residence of Swedish Prime Minister Fredrik Reinfeldt on Friday after a security guard was killed in what appeared to be a self-inflicted shooting, police and Swedish media said. (Bertil Enevag Ericson/Associated Press)

The incident occurred in the early afternoon at the Sagerska Palace, the waterfront home and office of the prime minister. The building is protected by security guards working for a private company, Svensk Bevakningstjanst.

Company spokeswoman Maria Fernsund confirmed that the victim was an employee of the company but declined to give other details.

The prime minister also has bodyguards from the Swedish Security Service. They were not affected by the incident, said Sirpa Franzen, a spokeswoman for the agency.

"At present there is no indication that the incident has any link to the Parliament or government," she said.

The protection of Sweden's top politicians was stepped up after the 1986 murder of Prime Minister Olof Palme and the deadly stabbing of Foreign Minister Anna Lindh in 2003. Both were without bodyguards when they were killed.

Still, Sweden takes pride in having an open society and government buildings are relatively easy to access. Anyone can walk up to the entrance to the prime minister's residence.