A 22-year-old man has been arrested in connection with a shooting at a shopping mall that left several people dead.

An ambulance and armed police are seen during the evacuation of people at the Fields shopping center.

There is an ambulance and armed police in the middle of a shopping center. The photo was taken by OLAFURSTEINAR GESTSSON/Ritzau Scanpix.

Ritzau Scanpix/AFP via Getty Images

Several people have died and several others have been injured at the Field's shopping mall in southern Copenhagen according to the police inspector.

The reported shooting took place at around 5:36pm local time.

Police don't believe there was more than one shooter and officers took a 22-year-old man into custody shortly after arriving on the scene.

It is not clear how many people have been injured or killed in the shooting.

The story is evolving and will be updated.

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He said terrorism has not been ruled out, despite the fact that a motive for the shooting has not been determined.