Two people have been arrested in a police raid on a Copenhagen internet café, in the wake of attacks on a freedom of speech event and a synagogue that left two dead.

The café is near the spot where police killed the suspected gunman, who has not been named.

Local television networks show footage of armed police officers inside the café's premises, which has been cordoned off.

"It's part of our investigation," a police official told Danish broadcaster DR.

Danish police revealed earlier that the killer may have been inspired by the attacks on Paris satirical magazine Charlie Hebdo last month, and are carrying out searches in several parts of the capital.

The victim of the first attack has been revealed to be 55-year-old filmmaker Kim Noergaard.

In an attack on a synagogue in Copenhagen in the early hours of Sunday Jewish security guard Dan Uzan, 37, was killed.