Police have appealed for witnesses who saw a black Toyota car in the Fosie industrial area where the shooting took place, said Kerstin Gossé of the Swedish police.
“We want to speak to people who saw the car. It is a black Toyota with Danish registration, model RAV4,” she said.
“We don’t believe they are Danish citizens, that’s all we can say at this point… the observations that you think might have something to do with this event during this period are interesting.”
As the victims crossed international borders during their journey, Interpol was also involved in the investigation.
Police declined to say whether the killings were linked to gang violence when asked by Swedish newspaper Expressen.
Malmö is one of several Swedish cities struggling with a wave of organised crime, while Sweden has the second highest gun death rate in Europe after Albania.
According to statistics, the number of shootings has doubled in Sweden since 2013, while drug and gun crimes have steadily increased since the early 2000s.