Operators Telia, Telenor, 3 Sweden and Tele 2 each confirmed they were subjects of the probe.

In the first half of 2016, the four collectively generated 96 percent of revenues in the Swedish mobile phone market, according to Sweden's telecoms regulator.

"The European Commission has initiated an investigation on the premises of Telenor Sverige in Stockholm," Telenor said in a statement, adding it had strict internal rules and procedures on compliance with laws and regulations and that it would co-operate with the investigation.

Tele 2 said in a statement it had clear rules and procedures for compliance with laws and regulations, and vowed to cooperate with investigators.

A spokesman for 3 Sweden, a joint venture between Investor AB and Hutchison Whampoa, told Reuters it was also under investigation and had no further comment.

A spokeswoman for Telia also confirmed it was part of the investigation.