Jönköping and Skövde were two of the towns where the party's messages appeared.
"Last night, around 15 municipal buildings were symbolically sealed," party secretary Jonas Andersson told Swedish Radio's local P4 Jönköping station, which was also affected.
Staff at the station found stickers with the party's name and logo on the front door on Wednesday morning. A ribbon in the blue-and-yellow colours of the Swedish flag was tied around the door handle.
Andersson said the nocturnal prank is part of a campaign which the Party of the Swedes is carrying out this autumn.
The police headquarters and town hall in Jönköping were targeted, too, but police said there will be no criminal investigation.
"We see this as a symbolic act that falls within the framework of freedom of expression," police spokesman Göran Gunnarson told news agency TT.
The anti-racist organsiation Expo classifies the Party of the Swedes as a Nazi group and according to the Swedish Security Service, Säpo, it is part of the white-power movement.