Under European Union law, refugees must be registered in the country they first arrive in, or often where they first come into contact with authorities, and begin their asylum application there.
However, Danish ministers have sought to get its northern neighbor to accept refugees who are in Denmark but who want to go to Sweden.
Löfven said the issue is non-negotiable and he has not been in contact with the Danish government concerning the matter.
"We have common laws for us to have an orderly system, otherwise we have no order. And it's the country you arrive in where you should be registered," Löfven told Swedish Radio's local channel in Malmö.
In the past week, at least 15 people have been arrested for suspected people smuggling across the Östersund bridge between Denmark and Sweden. On Tuesday night, Swedish customs stopped three vehicles for suspected people smuggling.