Denmark's chief rabbi on Sunday said he was "disappointed" by Israeli Prime Minister Benjamin Netanyahu's call on European Jews to immigrate to Israel, following the double shootings in Copenhagen a day earlier, including one on a synagogue that left a young Jewish guard dead.

Open gallery view Scene of shooting at jazz cafe in Copenhagen, Denmark on February 14, 2015. Credit: Reuters

"Terror is not a reason to move to Israel," said Rabbi Jair Melchior.

Netanyahu issued his call for immigration hours after the attack, telling ministers at the weekly cabinet meeting in Jerusalem: "Jews were killed on European land just because they were Jewish. This wave of attacks will continue. I say to the Jews of Europe – Israel is your home."

In the double attacks on Saturday, a young Jewish security guard was shot outside a bat mitzvah ceremony just hours after a 55-year-old civilian at a jazz café where an event was being held, with a Lars Vilks, a Swedish cartoonist who drew the Prophet Mohammed as a dog.

The Israeli premier's call for immigration was similar to the one he made to French Jews last month following the string of shooting attacks in Paris, in which 17 people were killed, including four at a kosher supermarket.

In Copenhagen, police early Sunday shot and killed a man they believed was the perpetrator of both the synagogue and café attacks. The suspect was described as an athletic looking man in his late 20s. No further details were given about his identity.

Following the attack, the European Jewish Association demanded round-the-clock protection at Jewish institutions.

General Director Rabbi Menachem Margolin accused European Union leaders Sunday of not doing enough to combat anti-Semitic attacks and prejudices.

In a statement, Margolin said there was a need to "secure all Jewish institutions 24/7," and demanded European governments and EU institutions take action.

Margolin also called for establishment of a European task force to beef up protection of Jewish institutions and reinforce educational efforts against what he called "rampant anti-Semitism." The leader of the Brussels-based Jewish association said "European leaders need to support us in fighting the battle on terror in our homeland.

Danish Prime Minister Helle Thorning-Schmidt condemned the "cynical" act of terror, and said that the Jews of Denmark were not alone. When the Jewish community is attacked, the whole of Denmark is attacked," the premier told reporters.

Meanwhile, Israeli Foreign Minister Avigdor Lieberman called his Danish counterpart Martin Lidegaard and offered condolences over the deaths in Copenhagen.