It could come from thin spaces between the planks of the door. When a 3D model is imported as a door or window, Sweet Home 3D tries to guess its exterior shape to compute the hole in the walls where it will be placed. If a small space is left between planks or between the door and the frame, you can get what your image shows.
You can fix this issue by removing these spaces in the 3D model, or by importing it in the Furniture Library Editor which lets you customize the cut out shape of the imported door (setting a rectangular shape like "M0,0 v1 h1 v-1 z" should be enough).