This is reported by BNO News agency with reference to the local police.
According to the head of the Metropolitan Police Seren Thomassen, which RIA Novosti reports, the suspect is a 22-year-old Danish citizen, whose motives are currently unknown.
At the same time, the police do not exclude the terrorist nature of the shooting.
Danish radio said at least three people were injured in the incident.
Earlier it was reported that several people were injured in a shooting at a shopping center in Copenhagen.