Police said they raided eight homes in and around Copenhagen early on Tuesday searching for new leads over February shootings at a free speech event and a synagogue that killed two people.
Officers killed the gunman, Omar El-Hussein, in a shootout and have arrested three people in connection with the case. But the force has said it is still trying to piece together the sequence of events between the two attacks.
"We are still shedding light on the perpetrator's and accomplices' whereabouts, and this morning's raids should be seen in that light," Copenhagen police said in a statement.
"We’re searching for additional leads in the case and cannot comment further because of the ongoing investigation," it added.
The attacks shocked Denmark, which prides itself on being a safe and open society.
Police have said they do not believe El-Hussein, a son of Palestinian immigrants, was part of a cell.
Intelligence service warned in December that the country faced a significant threat from citizens radicalised by Islamists, though there has been no indication that Hussein had any contact with Islamic State or other similar groups.
Hussein killed a filmmaker outside a cafe holding an event attended by Lars Vilk, a cartoonist who had received death threats after portraying the head of Prophet Mohammad on a dog, at around 4:00 p.m. (1500 GMT) on Feb. 14.
After spraying the front of the cafe with bullets, Hussein left the scene in a taxi and killed a guard outside the synagogue around nine hours later.
