The visitors got off to a good start and went ahead in the 10th minute courtesy of an own goal from Bambani Mbane.
Thembi Kgatlana was proving to be a real threat for Banyana, and she went close to leveling matters after 30 minutes when she fired over the crossbar.
Coach Desiree Ellis opted for a change two minutes later as Jermaine Seoposenwe replaced Sduduzo Dlamini.
Banyana struggled to carve out chances in the latter stages of the first half and went into the break trailing.
The visitors doubled their lead two minutes into the second half thanks to a strike from Loreta Kullashi.
Kullashi was not done there as she netted her second and Sweden's third goal after 69 minutes, 0-3.
With time running out for Banyana, Ellis opted for changes as Kholosa Biyana was given her Banyana debut, replacing Leandra Smeda.
However, the hosts struggled to carve out a clear-cut opening in the closing stages as the score remained 3-0 at the full-time whistle.
Banyana: Swart (GK), Ramalepe, Vilakazi, Van Wyk (c), Mbane, Jane, Nyandeni, Smeda, Kgatlana, Dlamini, Esau
Subs: Dlamini (GK), Matlou, Mogolola, Keto, Motau, Sebati, Biyana, Mohlakoana, Kgadiete, Seoposenwe
Sweden: Anderson, Sembrant, Glas, Hurtig, Asllani, Jakobbson, Blackstenius, Carlen, Ilestadt, Seger, Schough.
Subs: Oksarsson, Eriksson, Roddar, Folkesson, Bjorn, Karlsson, Kullashi, Edgren, Larsson, Musovic, Rubensson, Holmgren.