The activists hurled rocks and firecrackers at police vans as they tried to break through the barricades set up to keep protesters from the arena. Hundreds of riot police pushed them back using truncheons.
There were no immediate reports of injuries. At least five people were detained, police spokesman Lars Hakan Lindholm said.
The clashes erupted after about 7,000 people gathered at a square in downtown Malmo to hear speeches condemning Israel's offensive in Gaza and urging support for Palestinians.
Organizers of the "stop the match" protest had said the demonstration would be peaceful, but extreme-left activists had vowed to disrupt the match, which is being played without fans in Malmo.
Protest outside of arena turns violent (Photo: AP)
Sweden's Left Party leader Lars Ohly told the crowd that the European Union and the rest of the world should "boycott the racist regime in Israel."
The protesters then marched toward the Baltic Hall arena, where some of them attacked the police line with eggs, rocks and firecrackers.
The doubles match between Sweden and Israel started as planned before about 300 special guests invited by the two countries' tennis federations.
About 1,000 police from southern Sweden were deployed in Malmo to keep the protesters from entering the arena.