"Sweden has raised the issue with us. We are looking into it. But we have never sent any lethal weapons to Myanmar," official sources told PTI.
Earlier in Stockholm, Trade Minister Ewa Bjorling said that Sweden had asked India to clarify how Swedish-made weapons wound up in Myanmar in a breach of EU sanctions.
Her comments followed Sweden's export control agency's statement that it was investigating the arms presence.
Bjorling had told Swedish Parliament on Thursday that the Swedish Agency for Non-Proliferation and Export Controls had informed her that the arms found in Myanmar came from India.
Pictures published in the Swedish media earlier this week show a Carl Gustaf M3 anti-tank rifle and ammunition left behind by Myanmar government soldiers.
The European Union has had a weapons embargo against Myanmar since 1996.