The nations will meet on June 5 in a last chance to fine-tune their players' condition ahead of the competition in France.
Wales' first game of the tournament is on June 11 against Slovakia, while Sweden, who are captained by Zlatan Ibrahimovic, open their campaign against Republic of Ireland two days later.
Manager Chris Coleman was delighted to seal a fixture against the Swedes, telling the Football Association of Wales' official website: "This will be our final warm-up game ahead of the Euros.
"It will be just a few days ahead of our opening match against Slovakia in Bordeaux.
"Sweden are a side full of quality and experience who over the years have been regular qualifiers for major tournaments. They will be the ideal opponents in a magnificent stadium."
Wales also have warm-up matches against Northern Ireland and Ukraine in March, while Sweden's other pre-tournament friendlies are against Czech Republic in March and Slovenia in May.