The agency, which approves medicines for use within the EU, is currently based in London but must be relocated following the UK's decision to leave the union.
After both Copenhagen and Stockholm were knocked out in earlier rounds of voting in Brussels, Amsterdam was eventually chosen over Milan as the new location of the EMA.
But Sweden let Denmark down in the race to win the agency, according to Samuelsen.
“I would like to thank everyone that has supported us throughout this process. We really, really appreciate it,” the minister said.
“And I will not refrain from saying that I am somewhat disappointed in the Swedes,” he added.
Votes were cast anonymously and the final decision was reached after three voting rounds and the drawing of lots.
Copenhagen was eliminated in the second round with five votes, at which point Milan had 12 votes and Amsterdam nine.
“The Swedes let us down in a lot of senses today. That happened in the sense of Nordic partnership,” Samuelsen said.
“I also believe there is much to suggest that [Sweden] also let down the Dutch [bid], which won by drawing lots, but it shouldn't have come to that,” he said.
The Foreign Minister did not specify exactly how Sweden had let down other countries.
Both the EMA and the European Banking Authority (EBA) will be relocated from London as a result of the UK's decision to leave the EU.
Denmark reached the final three after 18 countries bid to be awarded the EMA.
Samuelsen went on to suggest that the outcome could affect future partnership between the neighbouring Scandinavian countries.
“I actually think that even the Swedes expect this to have a little bit of a consequence in relation to how we work together. What happened here is not normal,” he said.
Minister for Health Ellen Trane Nørby, who was also present in Brussels, said that she had also counted on Sweden's support.
“Denmark was very much in the running and was also rewarded. But I would have liked to see some Scandinavian solidarity, since I have also been in situations where we have fought for Swedish causes,” Nørby said.
Copenhagen winning the agency would have been beneficial to all of the Nordic countries, the minister said.
Sweden's Minister for European Union Affairs Ann Linde declined to comment on how Sweden voted, according to news agency TT.