Paludan, who also has Swedish citizenship, has held a number of demonstrations in the past where he has burned the Koran.
On the permit he obtained from Swedish police, it says his protest was held against Islam and what it called Turkish President Tayyip Erdogan's attempt to influence freedom of expression in Sweden.
Swedish Foreign Minister Tobias Billstrom said that Islamophobic provocations were appalling.
On Saturday, Turkey said that due to lack of measures to restrict protests, it had canceled a planned visit to Ankara by the Swedish defense minister.
