The 22-year-old Omar El-Hussein was identified as the shooter, who killed two people nearly a week ago. His parents made a request to bury his son in the group's Muslim cemetery. The Islamic group wanted to deny the request but the rules did not allow it, they said.
"My concern is over extremist attitudes and actions on both sides," Ahmet Deniz, head of the Islamic Burial Fund's support group told the daily Jyllands-Posten.
"Both from his friends and from young Danish people who perhaps could also riot later," he said.
The funeral was planned to take place at the Islamic Society of Denmark in Copenhagen after Friday prayers and be followed by the burial outside the city.
El-Hussein killed a Jewish man at a synagogue and a film director at a freedom expression event.
Kasem Said Ahmad, who was to conduct the burial ceremony, said the ceremony would be open to the public but anyone attending "must remain silent". He told media that a large turnout at the funeral would not be a sign of support for the killer.
"It is support for the family, not for him," he said.
"I do not think that anyone is coming to pay homage to him."
Copenhagen police call on the public to "show the proper respect for a possible procession" but refused to give further details since the ceremony would be of "a private character."