Prince Nicolas Paul Gustaf is the son of Princess Madeleine and New York banker Christopher O'Neill.
The baby Duke of Angermanland, who was born in June, is the first grandson of King Carl XVI Gustaf, who already has two granddaughters.
Around 150 guests attended the ceremony in the church of Drottingholm Palace.
Baby Nicolas is sixth in line to the Swedish throne after his sister, Princess Leonore.
Their mother, Princess Madeleine, is fourth in line for the crown.
The Royals serve as figureheads in Sweden which is a constitutional monarchy.
The king is technically head of state, but the power of the Royals remains as ceremonial duties.
