Shots were fired in the parking basement of a shopping centre on the outskirts of Copenhagen on Wednesday, injuring two people, police told local media on Wednesday.
The Ekstra Bladet tabloid said two people had been restrained by police though it was not immediately clear whether those responsible for the shots are being held.
"We have a massive presence (there). It happened in the parking basement. One person is hit in the arm, the other is possibly hit in the back," the police chief, Michael Andersen, told Ritzau news agency.
Officials at Copenhagen police reached by telephone said they could not confirm any details. There was no immediate word on any motive.
Police in the city have been on guard since former convict Omar El-Hussein attacked a free speech event and a synagogue, killing two people and injuring five police officers in February.