Danish police said several people were gunned down and one person was arrested at a shopping center in the capital Copenhagen on Sunday.
Copenhagen Police tweeted that officers had been sent to Field Mall after receiving information about the shooting. He advised people inside the center to stay put and wait for police assistance.
Local media published photos showing heavily armed police officers at the scene as well as people running out of malls.
British singer Harry Styles was due to perform later in the evening, at 8 p.m. (1800 GMT) at a concert venue less than a mile from the Mall. Live Nation, the promoter of the concert, could not immediately be contacted for comment.