Emil Forsberg gave Sweden a first-half lead in Stockholm, before Mikael Lustig and John Guidetti gave the scoreline a convincing edge, sending Wales into Euro 2016 without a win in four matches.
While Coleman did not name a first-choice starting XI, leaving Gareth Bale on the bench, the ease with which Sweden found their way through a full-strength defensive line will be a concern.
But Coleman stressed his relief at coming through Wales' final Euro 2016 warm-up match with a clean bill of health.
"We know we can be better than that," he said. "In terms of the physical output we got what we wanted.
"Everybody's walked off the pitch and that was obviously the most important thing ready for next week.
"We've played better, of course. I think we're trying to get used to being in a situation we've never been in.
"Leaving Cardiff yesterday and all the celebrations – we're doing things that we wouldn't normally do in preparation for a game.
"But having said that, I won't make any excuses. The boys know they're better than that, we're better than that."
Wales begin their European Championship campaign against Slovakia in Bordeaux on Saturday.