The soldiers, and officers, are part of the Swedish Army's Life Guards (Livgardet), whose wide range of responsibilities include defending the Swedish capital.
They are set to spend Wednesday and Thursday patrolling the area around the Swedish parliament building.
The exercise is not expected to affect traffic, said the Armed Forces, but the soldiers will be seen putting up road blocks and stopping cars. However, they are not expected to stop any cars that belong to civilians, only actors pretending they're trying to get into the building.
“The soldiers are carrying combat equipment, including weapons, but no firing (of the weapons) will occur,” said the Armed Forces in a statement published on their website.
The exercise is being carried out together with the Swedish parliament and government offices and is meant to increase the Life Guards' capacity to protect vital public buildings.
The troops marched from their barracks in north-eastern Stockholm on Wednesday and are expected to keep working through the night until Thursday morning.