A spokesman for the prime minister, Markus Friberg, said Reinfeldt was at work at the time, and that he and his family were doing well.
"We have a deceased man inside" the home of the prime minister, a spokeswoman for the Stockholm police said, declining to give further details as the man's family hadn't been informed.
A spokeswoman for the Swedish Security Service, which is responsible for Reinfeldt's personal security, said the dead man was not employed by the agency.
Swedish media described the man as a security guard at the prime minister's residence.
The Aftonbladet tabloid newspaper said Reinfeldt was in the paper's editorial office when he was informed of the incident.
The police said there were no signs that a crime had been committed.
"There is nothing to suggest a crime has been committed, but we are collecting information with the help of our technicians," Towe Haegg, a spokeswoman for the Stockholm police, told the paper.