The Royal Stockholm Philharmonic Orchestra has been a part of the city's cultural life since its founding in 1902 as the Stockholm Concert Society. The orchestra is fully international in its orientation, and indeed, except for founder-organizer Tor Aulin, it has never had a Swedish-born conductor.

The Stockholm Concert Society, originally "intended primarily for workers," gave its first concert on October 21, 1902. At the beginning, the group had no fixed membership, drawing as needed on members of the existing Royal Court Orchestra and the Swedish Music Association. From the beginning, the orchestra's concerts often included new and contemporary Swedish works. In 1914, the orchestra was established as a professional ensemble, and the following year, Georg Schnéevoigt became its first principal conductor. Over his ten-year reign, the orchestra experienced a period of growth. Conductor Václav Talich served as principal conductor from 1926 to 1935, overseeing the orchestra's move into the Konserthuset concert hall in 1926; the orchestra continues to perform there today. Fritz Busch served as conductor from 1937 to 1940 before fleeing Europe due to the rise of Nazism; he was succeeded by conductor-violinist Carl Garaguly (1942-1953) and Hans Schmidt-Isserstedt (1955-1964). The group's name was changed to the Stockholm Philharmonic Orchestra in 1957. In 1992, when patronage from Sweden's royal family began, the orchestra took on its current name, Kungliga Filharmoniska Orkestern (or Royal Philharmonic Orchestra; in English, the term "Stockholm" is added to avoid confusion with England's Royal Philharmonic Orchestra).

Contemporary Royal Stockholm Philharmonic conductors have all had substantial international careers. The group included several from the Communist East Bloc, thanks to Sweden's neutrality: Antal Dorati (1966-1974) and Gennady Rozhdestvensky (1974-1977 and 1991-1995), whom orchestra players, flummoxed by his hard-to-pronounce name, called Rolfe Svensson. Between Rozhdestvensky's two terms came Yuri Ahronovitch (1982-1987) and Paavo Berglund (1987-1991), who launched major European tours and one of Japan in 1990. The orchestra's recording program accelerated in the 1990s and especially the 2000s, under conductor Alan Gilbert (2000-2008). The group has recorded for BIS, Decca, Sony Classical, and other labels. Sakari Oramo was chief conductor from 2008 to 2021 and led many recordings, including a 2022 recording of Ravel's La valse; the orchestra has released many albums of Swedish music, but its repertory is international. By the early 2020s, the orchestra's catalog comprised more than 35 items. The group regularly attracts top-rank international conductors, including Gustavo Dudamel, Riccardo Muti, and Andris Nelsons. In addition to subscription concerts at the Konserthuset, the orchestra is quite visible during its performances annually at the Nobel Prize award ceremony and for Sweden's Polar Music Prize; it also hosts a pair of May festivals, the Stockholm International Composer Festival and the Composer Weekend. Ryan Bancroft was selected to replace Oramo, with a term beginning in 2023. ~ James Manheim, Rovi