"I would like to make it very clear that we have no indications that the perpetrator was part of a terrorist group," Thorning-Schmidt told reporters.
The Danish people must stand united following the attacks, the prime minister said.
"We will not accept any attempts to undermine our right to freedom," Thorning-Schmidt stated, adding that "the attack against the Jewish synagogue is an attack against the whole of Denmark."
Hours later, a 37-year-old Jewish man was shot in the head while standing outside a synagogue.
The suspected attacker, 22-year-old Omar Abdel El-Hussein, was fatally shot by police on Sunday. According to the authorities, the gunman had a criminal record and a gang background, and had been released from jail two weeks ahead of the killings.
