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.
Personnel who were present at the incident have been offered crisis support, the police write on their website.
The investigation into the accident is led by special investigations, a separate part of the Police Authority where other police employees do not have insight into the investigation work.