"Russia has a responsibility not to violate international law and instead act through dialogue and other peaceful means. Ukraine's sovereignty and territorial integrity must be respected," Reinfeldt told newspaper Dagens Nyheter.
Social Democratic party leader Stefan Löfven told news agency TT that an open conflict must be avoided.
"Russia must refrain from provocations. Meanwhile, Ukraine's new government should be inclusive and represent the whole of the Ukrainian population," he said.
Sweden is set to take part in crisis talks on Monday with the European Union's 28 foreign ministers regarding the spiralling confrontation between the Ukraine and Russia.
EU foreign affairs chief Catherine Ashton called the emergency meeting on Saturday after the Russian parliament's upper house authorized the use Russian troops in Crimea and Ukraine called up its military reserves and ordered its armed forces to be combat-ready.
Speaking with Swedish Radio News in Stockholm Saturday evening, Foreign Minister Carl Bildt said Russia's mobilization was a "violation of international law." Writing on his personal blog, Bildt said Russia's intensions in the region were clear.
"All indications are that the Russian intervention now aims to establish the Crimea as a pro-Russian semi-state under Russian military protection and control. And the purpose is obviously to influence developments in Ukraine as a whole," he wrote.
Bildt also called for a united and strong EU front while tackling the unstable situation.
The Swedish foreign ministry also announced that it summoned the Russian ambassador to Sweden to express its concern about Russia's actions.