Two groups linked to criminal gangs have opened fire in a shopping mall in suburban Copenhagen injuring three people, police have said.

"Everything indicates that two gang-related groups have clashed inside the shopping centre," Copenhagen police said in a statement.

"It culminated in the basement parking area where a further, still unknown number of shots were fired," it added.

The three people were injured after being shot or stabbed at the Field's centre near the Copenhagen airport.

Copenhagen is on edge after a gunman killed two people in twin attacks last month.

Omar El-Hussein, a 22-year-old Dane of Palestinian origin, killed a filmmaker outside a cultural centre hosting a seminar on free speech and Islam, and went on to kill an unarmed Jewish security guard outside a synagogue.