Lena Olin was trained at the Royal Dramatic Theatre in Stockholm where she appeared in the following plays:
| 1980 |
Alkemisten (The Alchemist) by Ben Jonson Part: Pliant/Drugger Performance: 10 Oct 1980
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| 1981 |
Paradisbarnen (The Dispute) by Marivaux - Staffan Roos Part: Eglé Performance: 14 Feb 1981
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| 1982 |
Juno och påfågeln (Juno and the Peacock) by Sean O'Casey Part: Mary Performance: 08 Jan 1982
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| 1982 |
Stort och smått (Big and Little) by: Botho Strauß Part: the female assistant Performance: 14 May 1982 |
| 1982 |
Två herrars tjänare (The Servant of Two Masters) by Carlo Goldoni Part: Clarice de Bisognosi Performance: 06 Nov 1982 |
| 1983 |
Chikanen (The Sea) by Edward Bond Part: Rose Performance: 21 Oct 1983 |
| 1984 |
Kung Lear (King Lear) by William Shakespeare Part: Cordelia, Lear's Daughter Performance: 09 March 1984 |
| 1985 |
Nattvarden (The Last Supper) by Lars Norén Part: Charlotte Performance: 16 Feb 1985 |
| 1985 |
Ej blot til lyst (Not Only for Amusement) by Donya Feuer Part: a woman Performance: 24 Aug 1985 |
| 1986 |
Sommar (Summer) by Edward Bond Part: Ann Performance: 31 Jan 1986 |
| 1986 |
Ett drömspel (A Dream Play) by August Strindberg Part: Agnes Performance: 25 April 1986 |
| 1988 |
Mästaren och Margarita (Master and Margarita) by Michail A. Bulgakov Part: Margarita Performance: 17 Dec 1988 |
| 1990 |
En midsommarnattsdröm (A Midsummer Night's Dream) by William Shakespeare Part: Voice Performance: 05 May 1990 |
| 1991 |
Fröken Julie (Miss Julie) by August Strindberg Part: Julie Performance: 10 June 1991 (Brooklyn Academy of Music, directed by Ingmar Bergman) |