The move was the latest incident of Islam's holy text being burned in the country.
Swedish Prime Minister Ulf Kristersson said on Thursday he was extremely worried about the consequences if more such demonstrations go ahead.
He told Swedish news agency TT that further requests for protests where Korans could be set alight had been filed with police.
He said:
"If they are granted, we are going to face some days where there is a clear risk of something serious happening. I am extremely worried about what it could lead to."
Demonstrations against the Koran burning have been staged in a number of countries.
On Monday, thousands took to the streets in Yemen holding up copies of the Muslim holy text, and denouncing Sweden and Denmark.
Rules on freedom of speech in both countries mean that burning the Koran is legal, though both governments have said they deplore the act.
On Saturday, thousands in the Iraqi capital Baghdad also demonstrated.
That came after a man set fire to a book purported to be the Koran on a square across from the Iraqi, Egyptian and Turkish embassies in Copenhagen.
Sweden's embassy in the city was stormed and set ablaze by protesters last week, who were angered by a planned Koran burning.
Turkey has also publicly condemned the burnings, and could create a diplomatic issue for Sweden, whose application for NATO membership Ankara can still veto.
Stockholm struck a deal with Turkish President Tayyip Erdogan earlier this month at a NATO meeting in Lithuania.
Sweden has accused other countries - such as Russia - of manipulating the crisis to damage its interests and its bid to join NATO.
