A gunman has opened fire inside a busy shopping mall in the Danish capital, killing three people and critically wounding three others,.

A 22-year-old Danish man was arrested after the shooting, Copenhagen police inspector Søren Thomassen said on Sunday (local time), adding there was no indication anyone else was involved in the attack, though police were still investigating.

Gun violence is relatively rare in Denmark.

Mr Thomassen said it was too early to speculate on the motive for the shooting, which happened in the late afternoon at Field’s.

Located on the outskirts of the Danish capital, it is one of the biggest shopping malls in Scandinavia.

Armed police responding to the alleged shooting attack. Photo: Getty

When the shots rang out, some people hid in shops while others fled in a panicked stampede, according to witnesses.

Images from the scene showed people running out of the mall, and Denmark’s TV2 broadcaster posted a photo of a man being put on a stretcher.

“It is pure terror. This is awful,” said Hans Christian Stoltz, a 53-year-old IT consultant, who was bringing his daughters to see Harry Styles perform at concert scheduled for Sunday night near the mall.

“You might wonder how a person can do this to another human being, but it’s beyond … beyond anything that’s possible.”

Laurits Hermansen told Danish broadcaster DR he was in a clothing shop with his family when he heard “three-four bangs. Really loud bangs. It sounded like the shots were being fired just next to the store”.

Copenhagen Mayor Sophie H Andersen tweeted: “Terrible reports of shooting in Field’s. We do not yet know for sure how many were injured or dead, but it is very serious.”

Mr Thomassen said later thevictims were a man in his 40s and two “young people”, without giving details. Several others were injured, three of them critically, he said.

He said police received the first reports of a shooting at 5.37pm, and arrested the suspect 11 minutes later. Mr Thomassen described the suspect as an “ethnic Dane”, a phrase typically used to mean someone is white.

“One person has been arrested in connection with the shooting at Fields. We currently are not able to say more about the person concerned,” Copenhagen police tweeted.

“We have a massive presence at Field’s and are working on getting an overview.”

Danish broadcaster TV2 published a grainy photo of the alleged gunman, a man wearing knee-length shorts, a vest or sleeveless shirt, and holding what appeared to be a rifle in his right hand.

“He seemed very violent and angry,” eyewitness Mahdi Al-Wazni told TV2. “He spoke to me and said it (the rifle) isn’t real as I was filming him. He seemed very proud of what he was doing.”

Danish Prime Minister Mette Frederiksen said the Scandinavian country had been hit by a “cruel attack.”

“It is incomprehensible. Heartbreaking. Pointless,” she said. “Our beautiful and usually so safe capital was changed in a split second.”

Images from the scene showed people running out of the mall, and TV2 posted a photo of a man being put on a stretcher.

The shopping centre is on the outskirts of Copenhagen, just across from an underground rail line that connects the city centre with the international airport.

Styles’ concert, which was to be at the nearby Royal Arena, was cancelled.

“My team and I pray for everyone involved in the Copenhagen shopping mall shooting. I am shocked. Love H.” the singer wrote on Snapchat.

Emergency services bring stretchers to the scene. Photo: Getty

Shortly after the shooting, the Danish royal palace said a reception with Crown Prince Frederik connected to the Tour de France cycling race had also been cancelled.

The first three stages of the race were held in Denmark this year. The reception was to be held on the royal yacht moored in Soenderborg, the town where the third stage ended.

“We do not yet know the full extent of the tragedy, but it is already clear that more people have lost their lives and that even more have been injured,” Queen Margrethe, her son Frederik and his wife, Crown Princess Mary, said in a joint statement.

“The situation calls for unity and care.”

The shooting came a week after a mass shooting in neighbouring Norway, where police said a Norwegian man of Iranian origin opened fire during a LGBTQ festival, killing two and wounding more than 20. Norwegian police are treating that as a terror attack.

It was the worst gun attack in Denmark since February 2015, when a 22-year-old man was killed in a shootout with police after going on a shooting spree in the capital that left two people dead and five police officers wounded.

-with AAP