The company announced the move in a press release.
According to OpenAI, Sweden is one of its fastest-growing markets in Europe. The country also has an attractive startup scene, it said, which boasts a high concentration of successful companies.
"Sweden has one of Europe's most advanced tech ecosystems and sharp engineering talent," the TT newswire quoted Emmanuel Marill, OpenAI's managing director for Europe, the Middle East and Africa, as saying in a statement.
Sweden's minister for international development cooperation and foreign trade, Benjamin Dousa, welcomed the news.
"The fact that OpenAI is opening an office in Stockholm is a testament to Sweden's position as one of the world's leading tech nations," he said.