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.