There were 38 reports of rape and sexual assault filed after the We Are Sthlm festival, which uses the postal abbreviation for Stockholm, in 2014 and 2015, according to police.
The allegations were first made public in a report by the Swedish daily Dagens Nyheter, citing internal police memos, and the events appear to mirror similar incidents on New Year's Eve in the German city of Cologne.
"We certainly should have publicly released this information, no doubt. Why it did not happen we simply do not know," police spokesman Varg Gyllander told AFP Monday.
Documents sent by police to AFP show allegations of 17 sexual assaults and one rape during the 2014 music festival, and 19 sexual assaults and one rape last year.
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Swedish Prime Minister Stefan Lofven on Monday was critical of the police and their handling of the incident.
"I feel a very strong anger that young women are not able to go to a music festival without being offended, sexually harassed and attacked," Lofven told reporters.
Authorities have promised a full investigation.
The news emerged after reports of New Year's Eve attacks in Cologne, where more than 500 women were allegedly sexually assaulted or robbed by men of foreign origin including recently arrived refugees, according to German authorities.