"More than ten people are dead, including three high-ranking military officials," said Mohamed Abdirahman, who represents the Somali military.
More than 20 people are said to have been injured and the death toll is expected to rise.
The extremist movement al-Shabaab has in a statement taken on the deed where it is explicitly stated that the target was Prime Minister Mohamed Hussein Roble.
The Somali Prime Minister, who took office in September this year, is also a Swedish citizen.
He came to Sweden in 1992, at the beginning of the civil war in Somalia.
Roble became a Swedish citizen almost five years later.