The Arsenal striker scored in the 61st minute to become the first player to find the net in six consecutive Nations League appearances.
Gyokeres, who had earlier seen a goal ruled out for handball, fired Sweden ahead before Kerim Alajbegovic equalised 19 minutes from time.
The result left Sweden top of League B Group 4, two points ahead of Bosnia and Herzegovina.
"It's sour," Gyokeres said after the final whistle.
"I felt it, but it's tough when there was nothing that helped a lot - whether the ball touched my hand a little or not. Of course it's tough, that would have been a nice goal."
Gyokeres was disappointed that Sweden could not hold on for all three points despite controlling much of the match.
"Of course, it's hard for us not to win the game and keep a clean sheet," he said. "Playing out the game simply. But in terms of play, I think we are doing very well today and we should be happy with that. But it's heavy and we should have won."
The 28-year-old has now scored in six straight Nations League matches, moving clear of the previous record of five held by Slovenia's Benjamin Sesko and Serbia's Aleksandar Mitrovic.
"It's a good record and I can continue to beat it," Gyokeres said.
His latest goal took his international tally to 24, leaving him three goals short of Sweden's all-time top 10.
The match also marked Edin Dzeko's final appearance for Bosnia and Herzegovina. The former Manchester City striker ended his international career with 152 caps and 73 goals at the age of 40.
Sweden will finish the international break away to Romania on Monday, with the chance to strengthen their position at the top of the group.
Arsenal defender Riccardo Calafiori played the full 90 minutes as Italy earned a 1-1 draw against France in Paris.
France took the lead shortly after half-time when Michael Olise produced a superb finish, but Italy responded 13 minutes later through Alessandro Bastoni.
The draw leaves Italy third in League A Group 1. The Azzurri will host Turkiye on Monday, October 5.
Northern Ireland moved top of League B Group 2 after producing an impressive 3-0 victory over Ukraine in Slovakia.
Ciaron Brown scored twice before Isaac Price added a header as Northern Ireland maintained their unbeaten start to the group.
Arsenal forward Ceadach O'Neill came off the bench in the 84th minute to earn his fourth international cap and help see out the victory.
Northern Ireland are now pushing for promotion to League A for the first time.
