Police employees from several regions participated in the exercise together with a number of volunteers at the Swedish Armed Forces' facility markstridsskolan Kvarn.
The alarm about the accident came at 1 pm on Thursday.
Mikael Ågren, duty communicator at the Swedish Armed Forces, says that the accident occurred when the police were training at a facility for combat in built-up areas.
The investigation into the accident is now led by special investigations, a separate part of the Police Authority.