Thousands gathered in Copenhagen on Tuesday to pay tribute to the victims of a weekend mall shooting that left three people dead, including two teenagers.

"Three lives were taken from us. A man and two young people. Several were injured, the attack has many victims," Prime Minister Mette Frederiksen told the massive crowd outside the Fields shopping complex.

located between the city centre and the capital's airport, where the attack occurred.

"Cruel, unjust and senseless. Tonight, we all mourn," Frederiksen added, as she called for unity in face of the tragedy.

The late afternoon shooting on Sunday shook the city which had just hosted the opening stages of the Tour de France cycling competition and seen the return of the Roskilde music festival after cancellations for Covid-19.

"It's not hard to imagine 'what if it was my child?', I'm the mother of two teenagers," Sophie Andersen, mayor of Copenhagen said during an address which was followed by a moment of silence.

"Children and young people should not die. They should be immortal," Andersen added.

Denmark's Crown Prince Frederik was also in attendance at the service where speeches were interspersed with musical performances.

The mood was sombre, with some crying among the many families and young people that had gathered.

"I'm quite ambivalent. Of course it's nice to see all these people who are here to support the people who have been hurt by this action, but I'm also a little scared," Oliver Stoltz, who works in a sporting goods store at the mall, told AFP.

The 24-year-old was at the mall -- located between the city centre and the capital's airport -- when the shooting started and heard the first shots ring out.

"This used to be a place where I can go work, be happy and have a good time. Now I dread even coming out here to this part of town.

A girl places flowers at a makeshift memorial to the victims of the shooting in front of the Field's shopping centre
A girl places flowers at a makeshift memorial to the victims of the shooting in front of the Field's shopping centre Ritzau Scanpix via AFP / Liselotte Sabroe

The alleged perpetrator of the attack, a 22-year-old Danish man who authorities say was known to mental health services, was remanded in custody in a "closed psychiatric ward" on Monday on murder charges.

Police said Tuesday they had no new information to release about the investigation.

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According to public broadcaster DR, citing several unnamed sources, the suspected gunman had tried to reach a psychological help line shortly before the attack, but authorities would not confirm this.

According to a former neighbour interviewed by newspaper Berlingske, the suspect had been troubled since he was a child.

The neighbour, who had asked to remain anonymous, told the paper that in school the suspect had difficulties coping with the stress of too many people around him.

The 22-year-old is suspected of three murders, with those killed being a 46-year-old Russian man residing in Denmark, a 17-year-old girl and a young man of the same age, both Danish.

One of them worked in the cinema in the shopping centre, their employer said.

The suspect also faces seven counts of attempted murder.

Four of those shot were seriously injured but in a stable condition. According to authorities, they are two Danish women aged 19 and 40, a 50-year-old Swedish man and a 19-year-old Swedish woman.

Three others sustained light injuries from the gunfire: two Danish girls aged 15 and 17 and a 45-year-old Afghan man living in the Scandinavian country.

The Fields shopping centre has been closed since the attack and is expected to reopen on July 11.