A Jewish school in Copenhagen had its windows smashed and anti-Semitic graffiti referring to the conflict in Gaza spray-painted on its walls, the school said on Friday.

"We know that a political message has been written on the walls but we don't know who is responsible," Jan Hansen, headmaster of Carolineskolen, told AFP.

Messages daubed on the school walls included "No peace in Gaza" and "No peace to you Zionist pigs."

"There have been parents who didn't want to send their children to school today and there have been some children who were sad and a bit afraid who we had to send home," Hansen said.

Founded in 1805, the school, which includes a nursery, describes itself as the world's second oldest still functioning Jewish school.

A rise in the number of reported anti-Semitic crimes in Denmark last week prompted local politicians to organize a "kippah march" in central Copenhagen in support of Jewish people's right to display their religion openly.

Europe has seen an alarming rise in anti-Semitism since the start of the latest escalation between Israel and terrorists in Gaza.

Most attacks have been carried out by Muslim extremists, but elements of both the hard-left and far-right have also used Israel's Operation Protective Edge as a pretext to attack Jewish communities throughout Europe.

Synagogues, Jewish schools and other Jewish institutions have been particularly targeted, and anti-Israel rallies have increasingly featured openly anti-Semitic banners and slogans. A growing number of violent assaults have also been reported.