The appeal shall be submitted to the Court of Arbitration for Sport (Cas), according to the Kosovo Football Federation's website, as reported by TV4's Football Channel.
The score was 0–0 and the game was in extra time when Kosovo's players left the pitch in Bucharest in protest against the crowd chanting "Serbia".
On Wednesday, Uefa decided to award Romania a 3–0 victory in the match due to Kosovo's refusal to complete the game.
The decision affects Sweden's World Championship chances, as Romania now becomes the top team in Division C and is thereby ranked ahead of Sweden among the group winners in the Nations League. Four group winners, who do not finish top two in their World Championship qualifying group, will receive a spot in the playoffs for the 2026 World Championship.
The Swedish Football Association will investigate the possibility of appealing Uefa's decision.
"It's unfortunate that incidents outside the pitch have an impact on the sporting outcome and affect both involved teams and us", writes football manager Kim Källström in a text message to Football Channel.