A large blast has hit the Danish Tax Agency's office late Tuesday, with the police cordoning off several blocks near Nordhavn Station in Copenhagen.
According to reports, the incident occurred around 22:20 near the offices of the tax authority just across the station.
One person suffered minor injuries, officials added.
"We take this very seriously and already last night established a broad and comprehensive investigation. We cannot and will not accept an attack like this," Chief Police Inspector Jorgen Bergen Skov said at a news conference.
"This is an outrageous and totally unacceptable act," the Danish tax minister, Morten Bodskov, said on Twitter.

US snatches airman from Iran as Trump, Israel ratchet up pressure
Ships near Italy rescue 32 migrants as 71 remain missing
Nigerian army rescues 31 hostages after church attack
At least 11 killed in Israeli airstrikes in Lebanon
Kuwait Petroleum Corp reports damage at units after Iran drone attacks