Organizers of a "Stop the Match'' campaign, which was formed after Israel's offensive in Gaza started in December, expect that between 8,000 and 12,000 people will demonstrate on March 7 before the doubles match.
The first-round World Group match will be played March 6-8 without fans at the 4,000-seat Baltic Hall. Other than the teams, only officials, some sponsors and journalists will be allowed to enter.
Police commissioner Hakan Jarborg Eriksson said officials expect the march to be relatively calm, but fear that protests from small, radical groups could turn violent.
"They have said that they want to stop the match at all costs,'' Jarborg Eriksson told Swedish news agency TT.
Also planning to demonstrate during the best-of-five series are left-wing groups, human rights organizations and pro-Palestinian groups.
The Israeli team is due to arrive Sunday. Sweden's squad is working out in Stockholm this weekend before heading to Malmo.
Malmo, Sweden's third largest city, has a left-leaning local government and a large Muslim minority. Its leaders have strongly criticized Israel over the Gaza invasion, and some have called for the Davis Cup match to be dropped altogether.
Malmo officials announced the decision to have the match played behind closed doors after a vote on the issue in the city's recreational committee last week. The Swedish Social Democratic Party and the Left Party won the vote 5-4 after a long debate. The committee said it could not guarantee security for the fans.
This will be the second time a Davis Cup match will be played in an empty arena in Sweden. In 1975, two years after a military coup led by Augusto Pinochet against the elected Chilean government of Salvador Allende, Sweden played Chile in Bastad and no spectators were allowed.
A seven-time Davis Cup champion, Sweden also played Israel last year in the first round and won 3-2 outside Tel Aviv.
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