The gigs will be held in the UK and US and will take place in two of the world's most famous venues.
The dance trio will play a 13,000-plus-capacity Madison Square Garden concert in New York City on December 16.
They will also play to 60,000 fans at the National Bowl in Milton Keynes on July 14, 2012, making them the first DJ act to headline either venue.
"The feeling of Madison Square Garden is amazing. I'm really into sports, so I just got goosebumps by just saying the name," Swedish House Mafia star Steve Angello told Billboard.
"There's something in that room, an energy that's indescribable. When I was a kid playing ice hockey, I never imagined even going there, let alone playing there as a DJ. It doesn't matter that it's the biggest gig we've ever done; it's a dream."
Tickets for both shows will go on sale on September 30.
Swedish House Mafia are nominated for the 'Breakthrough Artist of the Year' at this year's BT Digital Music Awards, which will take place on Thursday evening.
> Swedish House Mafia: 'Producers are raping house music'
Watch the music video for Swedish House Mafia's 'Save The World' below: