"We canceled our participation at the beginning of the week," they write in a message to Expressen.
Other Swedish artists booked for the festival are Eric Prydz, Alesso and Swedish House Mafia member Axwell.
Now they are also asked to cancel and rethink, reports Dagens Nyheter and ETC, among others.
The Saudi regime has been accused in recent years of gross violations of human rights.
In an open letter earlier this week in the Washington Post, Hatice Cengiz, fiancée of the murdered journalist Jamal Khashoggi, appealed to Justin Bieber not to perform in Saudi Arabia at a concert at a Formula 1 event on December 5.
"Great risk with such events"
MDL Beast Soundstorm is being held in the capital Riyadh between December 16 and 19, in collaboration with the Saudi Arabian Entertainment Authority.
The human rights organization Amnesty is not surprised that the country chooses to organize these types of cultural events.
- There is a great risk with events like this that you try to shift focus from what is actually going on in the country.
It is difficult for me to say whether it is a conscious strategy or a hope from the Saudi regime, says Ami Hedenborg, press officer at Swedish Amnesty, in an interview with Expressen.
According to her, Amnesty is not advocating a boycott.
- But if you, as an artist, choose to go there and perform, I think you have an obligation to get acquainted and read.
But also spread knowledge to their followers.