Two of those prizes were won by Swedish Radio, the other was a co-production involving Swedish Television SVT.
The investigative journalists Bo-Göran Bodin and Daniel Öhman won Best European Radio Investigation of the Year award for "The Insider", their look into allegations of bribery in a deal involving the telecommunications giant Ericsson and officials in Greece over the supply of a military radar system.
This is the third year in a row Swedish Radio's investigative reporting team wins the Investigation of the Year award, with both Bo-Göran Bodin and Daniel Öhman previously winning the prize in 2012, and Daniel Velasco winning in 2013.
Swedish Radio also won the Best Radio Documentary award, with Hugo Lavett winning for "Woman Found Dead by Lake Shore", "a personal tragedy that unfolds like a story written by Franz Kafka" the jury wrote.
The third Swedish prize of the night went to the TV documentary "No Burqas Behind Bars", which followed the lives of women in Afghanistan.
Two voices from Radio Sweden were among the nominees for the prizes, Brett Ascarelli for the documentary "It's Private", and Silan Diljen for the online campaign #myescape.