Police said they did not believe the attack was politically motivated and were searching for a man wearing a camouflage jacket who fled the store. Lindh was undergoing surgery at the Karolinska Hospital and her wounds were serious but not life-threatening, a Foreign Ministry spokesman said.
Lindh, 46, was inside the Nordiska Kompaniet department store blocks away from the parliament building when she was stabbed just before 4 p.m., witnesses told The Associated Press.
Hanna Sundberg, who also was shopping at the store, said she saw a man chase Lindh up an escalator from the basement.
"She fell on the floor and the man was stabbing her in the stomach," Sundberg said. "When he ran away, he threw the knife away."
Sundberg ran to Lindh, who cried out: "God, he has stabbed me in the stomach!" Sundberg said she then saw blood.
Police spokesman Bjoern Pihlblad said Lindh was stabbed in the arms, chest and stomach. He said police were searching for the man, whose identity was not released. The knife was recovered at the store. A telephone hot line for tips was being set up, he said.
An Associated Press reporter saw Lindh hustled out of the building on a stretcher by three paramedics, with police surrounding her.
Prime Minister Goeran Persson, visibly shaken, told reporters he was in contact with doctors about Lindh's condition.
"The situation is serious," he said.
Persson called Lindh one of the country's most respected politicians.
"The attack on her is an attack on our open society and because of this I am feeling great anger and dismay," he said, adding that security around all government buildings had been tightened.
Lindh did not regularly have bodyguards.
Lindh, a member of the Social Democrats, has been head of the Foreign Ministry since 1998. She was a member of the Riksdag, or parliament, in 1982-1985. She is married and has two children.
Lindh, who is No. 3 in the government, often has been touted as a possible successor to Persson.
Sweden, a Scandinavian country of 9 million, has a reputation as a relatively safe place and violence against politicians is rare.
But in 1986, Prime Minister Olof Palme was killed while walking home from a movie theater with his wife. That killing has never been solved.
Politicians in Sweden are often seen walking along the street or riding in the subway without police protection.
More recently, political violence touched the Netherlands, where an animal rights activist shot and killed anti-immigration politician Pim Fortuyn in May 2002. The gunman was sentenced to 18 years in prison for killing Fortuyn, a candidate for prime minister and outspoken gay academic who shook up Holland by blaming rising crime on Moroccan and Turkish minorities.