The zoo, in Furuvik, explained that attempting to tranquilise the animals instead of shooting them would have posed a threat to people’s lives.
Another three chimpanzees have still not been secured back in their enclosure.
The animals were well known in Sweden, and their deaths have provoked anger.
Researcher Mathias Osvath, who knew them for several years, insisted they posed no real danger. “If I’d met them in the park my pulse would have risen but I wouldn’t have been afraid for my life. It’s a tragedy,” he told the BBC.
The incident began at around noon (11:00 GMT) on Wednesday when the chimpanzees got out of their enclosure and began roaming freely around the zoo.
It is not known how they escaped.
The zoo is currently closed for the season so members of the public were not present, but zoo officials said the escaped animals still posed a threat and staff were evacuated or ordered to stay indoors.
“Chimpanzees can be thought to be peaceful but they are extremely dangerous. They are fast, very strong and generally fearless,” a company statement said on Facebook.
For this reason, the zoo said it was forced to shoot the animals rather than sedate them using tranquiliser darts which can only be fired from close range.
“This, combined with the fact that it can take up to 10 minutes before the anaesthesia appears, would pose great danger to human safety,” the statement said.
But the decision to shoot the animals has been widely criticised. A former caretaker, who worked with the animals for 30 years, accused the zoo of acting unprofessionally.
“I think they panicked,” Ing-Marie Persson told public broadcaster SVT.
On Friday, the zoo confirmed the identities of two of the dead chimpanzees, Linda and Torsten. A third was also confirmed dead and another feared dead – they were named as Santino and Manda.
After years spent researching the chimpanzees, cognitive zoologists from the University of Lund have now suspended their co-operation with the zoo.
“I knew them personally, I would say. I’ve hugged Manda, I’ve kissed Linda and I’ve had tugs of war with Santino,” said Mathias Osvath, who pointed out the chimpanzees had broken out of their enclosure many years ago, when there were visitors inside the zoo.
Santino was well known beyond Sweden for his artistic skills and was reported to be a favourite of Sweden’s Crown Princess Victoria.