Second shooting in Copenhagen
A policeman is seen along a street in central Copenhagen as a second shooting incident claims another lifeScanpix Denmark/Reuters

Police have shot and killed a man near Noerrebro train station in Copenhagen.

Authorities said they are investigating whether the man was involved in yesterday's two shooting attacks in the Danish capital which killed two people.

No police officers were injured in the exchange of gunfire.

A statement from the authorities said: "The police are now investigating if the person could be behind the shootings at Krudttoenden and the synagogue in Krystalgade."

It added that the man "opened fire against the police and was thereafter shot", after the police called out to him.

The shootout came after a second shooting incident which claimed the life of another civilian.

Two police officers were also injured in the early morning attack at the synagogue.

The attack by an unknown gunman came close on the heels of an earlier shooting during a free speech debate in a cafe in which Swedish cartoonist Lars Vilks, who faces death threats for depicting Prophet Muhammad, participated.

The suspect was believed to have fled the scene on foot following the attack. Police had launched a manhunt for the gunman. Surveillance has been stepped up across Copenhagen amid massive police presence fearing more attacks.

"It started with police being down at the site. A person comes up and starts to shoot. The two police who were there were hit, one in the arm and one in the leg. They are both currently receiving treatment. Their lives are not in danger," police spokesperson Allan Teddy Wadsworth-Hansen said.

It is still unclear whether the two shootings are linked. The second attack took place 5km from the earlier shooting site.

Danish Prime Minister Helle Thorning-Schidt said: "All resources will be used to find (those responsible) and bring them before a judge. We have some difficult days ahead."