A gunman opened fired inside a busy shopping mall in the Danish capital on Sunday, killing several people and wounding several others, police said.

A 22-year-old Danish man was arrested after the shooting, Copenhagen police inspector Søren Thomassen told reporters, adding there was no indication that anyone else was involved, though police were still investigating.

He said it was too early to speculate on the motive for the shooting, which happened in the late afternoon at Field's, one of the biggest shopping malls in Scandinavia, located on the outskirts of the Danish capital.

Armed police arrested a 22-year-old suspect after the horrific attack. Photo / Twitter

"We investigate it as an act, where we can't exclude, that it's terror," the police chief said.

"We have several dead and several injured," Thomassen said, though he gave no specific casualty count. He said the suspect was an "ethnic Dane," a phrase typically used to mean someone is white.

They had no indication that the man had acted together with others, and police were maintaining an increased presence both around the shopping mall and across Copenhagen, he added

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

Harrowing pictures show the gunman wielding a rifle behind his head. Photo / Twitter

Images from the scene showed people running out of the mall, and TV2 posted a photo of a man being put on a stretcher. Witnesses said people were crying and hid in shops. After the shooting, an enormous contingent heavily-armed police officers patrolled the area, with several fire department vehicles also parked outside the mall.

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

The attack occurred two days after this year's Tour de France cycling competition started took off from Copenhagen, and the Tour organisers released a statement expressing their sympathy.

"The entire caravan of the Tour de France sends its sincerest condolences to the victims and their families," it said.

Images from the scene showed parents carrying their children as they ran from the building and ambulance personnel carrying people away on stretchers.

Eyewitnesses quoted by Danish media said they had seen more than 100 people rush towards the mall's exit as the first shots were fired.

Armed police outside the Field's shopping centre, in Copenhagen, Denmark, after reports of shots fired. Photo / Olafur Steinar Gestsson, Ritzau Scanpix via AP

"We could see that many people suddenly ran towards the exit and then we heard a bang," Thea Schmidt, who was in the mall at time of the attack told broadcaster TV2. "Then we ran out of Field's too."

Laurits Hermansen told Danish broadcaster DR that he was in a clothing store at the shopping centre 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."

The shopping centre is on the outskirts of Copenhagen just across from a subway station for a line that connects the city centre with the international airport. A major highway also runs adjacent to the mall.

Police lead away a suspect close to the scene of the shooting that has left several people dead. Photo / AP

A Harry Styles concert at the nearby Royal Arena was cancelled.

The former One Direction singer had been due to perform at 8pm local time as part of his highly-anticipated 'Love on Tour' show.

But after several victims were killed the event was ditched.

Styles said on Snapchat: "My team and I pray for everyone involved in the Copenhagen shopping mall shooting. I am shocked. Love H."

It had initially been reported the show was expected to go ahead despite the shooting, after law enforcement in the area apparently indicated to organisers it was safe to proceed.

But the show was delayed and then cancelled, with video posted on social media showing an announcer on stage informing fans already at the arena the gig would not go ahead and police would escort them to the metro for them to leave.

One devastated fan said on Twitter: "I know this has been done to keep everyone safe but it's so heartbreaking."

The shooting came a week after a mass shooting in neighboring Norway, where police said a Norwegian man of Iranian origin opened fire during a LGBTQ festival, killing two and injuring more than 20.

- AP