Denmark's spy chief Jens Madsen said the gunman was known to the intelligence services prior to the shooting and probably acted alone. He did not elaborate.
Two civilians were killed and five police were wounded in the two separate attacks in the Danish capital on Saturday.
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Danish authorities have been on alert since Islamist gunmen killed 17 people in three days of violence in Paris in January that began with an attack on Charlie Hebdo, long known for its acerbic cartoons on Islam, other religions and politicians. Police who had earlier released a photo of the suspect dressed in a heavy winter coat and maroon mask, said they did not believe he had received training in Jihadist camps in the Middle East. Witnesses to the Copenhagen attacks said the gunman fired up to 40 shots at a cafe hosting a free speech event with Swedish artist Lars Vilks, who has received death threats for depicting the head of the Prophet Mohammad on a dog.
Vilks was unhurt but a 55-year-old man was killed. A guard was later shot in the head outside Copenhagen's biggest synagogue, where around 80 people were celebrating a confirmation. Two police officers were also wounded there.
Police shot dead the suspect early on Sunday after he opened fire on them near a railway station in the Noerrebro district, not far from the sites of the two attacks. Officers later searched his home, which was nearby.
Prime Minister Helle Thorning-Schmidt said the attacks were terrorism and promised to protect freedom of speech and Denmark's small but vibrant Jewish community.
"When you mercilessly fire deadly bullets at innocent people taking part in a debate, when you attack the Jewish community, you attack our democracy," Thorning-Schmidt said outside the synagogue. "We will do everything possible to protect our Jewish community."
Denmark's former chief rabbi, Rabbi Bent Lexner, told Israeli Army Radio the synagogue guard was "a fantastic guy", adding: "We are in shock. I am sitting now with the parents of the man killed. We didn't think such a thing could happen in Denmark."
Israeli Prime Minister Benjamin Netanyahu said such attacks would likely continue and said Israel would welcome European Jews who choose to move to there.
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