Russia's manoeuvres in Ukraine have sparked concern in one of the few European countries not to join a U.S.-led military alliance.
The three-minute chant was played for as long as 30 minutes.
The country has stopped short of joining NATO.
Counter demonstrators sought to block the protest, which coincided with Yom Kippur.
Russia did not appreciate President Donald Trump's vow to "totally destroy" North Korea, and has plans of its own to solve the nuclear crisis.
The Swedish military is kicking off its biggest exercise in almost a quarter of a century, while Russia and Belarus perform combat readiness drills nearby.
The family of Bibihal Uzbeki, who is severely disabled, has appealed the rejection.
The concept of 'no-go zones' in Scandinavian countries has become popular with members of the American alt-right movement.
A crowd of Russian aircraft, including Tu-160 supersonic bombers, had three air forces tracking them.
The Russian president outlined the action he feels would be necessary and said Sweden would be no safer in NATO.
Assange's lawyer argues that because the U.S. has new plans to charge Assange, Sweden should drop its warrant.
Authorities have not ruled out the possibility that the unnamed man had accomplices in the attack that killed four.
In December 2010, an Iraqi-born Swede detonated an explosive device, killing himself.
Transgender Swedes had to be sterilized before they could legally change their gender until 2013.
President Donald Trump had referred to a non-existent terror incident in a speech.
The president appeared to reference a non-existent security incident in Sweden during his Saturday rally in Florida.