A research rocket launched by Sweden Space Corp (SSC) early on Monday from Esrange Space Center in northern Sweden malfunctioned and landed 15km inside neighbouring Norway.
The rocket reached an altitude of 250km where experiments were carried out in zero gravity, the agency said in a statement.
"It landed in the mountains at 1,000m altitude, and 10km from the closest settlement," Philip Ohlsson, head of communications at SSC, told Reuters on Tuesday.
There are routines in place when things go wrong and we inform both Swedish and Norwegian governments, and other actors, he said.
Work on retrieving the payload is underway and an investigation is being launched to determine the technical details behind the unplanned flight path, the agency said.
"The Norwegian authorities take any unauthorised activity on the Norwegian side of the border very seriously," a spokesman for the foreign ministry said by email.
In the event of any border violation, those responsible should immediately inform the relevant Norwegian authorities, which included the foreign ministry, through the right channels, the spokesman said.
The ministry had not received a formal notification of the incident from the Swedish authorities, she added.
Work on Norwegian territory to salvage any wreckage also required prior consent, the spokesman said.
The Norwegian foreign ministry said it was not aware of whether there was any damage to the surroundings, while a SSC spokesman said the rocket came down far from any settlement.
Norwegian Civil Aviation Authority was not immediately available for a comment.