Jakob Gravestam, a spokesman for the Bauer Media group, said the incident would be reported to police and the Swedish government agency that monitors electronic communications, among others.
Bauer Media operates the Mix Megapol station in Malmo on which the song was aired. Malmo is Sweden's third-largest city.
The 24Malmo news site said the song, titled "For the Sake of Allah," played non-stop for about 30 minutes on the FM and internet-based station.
The station is part of a private radio network that broadcasts in 24 Swedish cities and claims to reach 91 percent of Sweden's 10 million people.
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