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Danish police said on Wednesday they were investigating two blasts in the immediate vicinity of Israel's embassy in the northern outskirts of Copenhagen.

There were no injuries reported and it was too early to say how big the blasts had been, a police spokesperson told reporters at the scene.

"It is clear that the Israeli embassy is in the immediate vicinity and that is naturally also an angle that we look at," Deputy Assistant Commissioner Jakob Hansen of the Copenhagen police said.

Israel's embassy, in a Facebook post, expressed shock over the explosions but said it had full confidence in the Danish police handling the investigation.

An area was cordoned off around the embassy and armed Danish military personnel stood guard, while investigators wearing coverall suits were seen combing the scene for evidence.

The blasts occurred against a backdrop of soaring tensions in the Middle East as Iran carried out a massive missile attack on Israel.

Israel, which is fighting Iran-backed Hezbollah in Lebanon, promised to retaliate, stoking fears of a wider war.

Carolineskolen, a Jewish school located near the embassy in the Danish capital, would stay closed on Wednesday due to its proximity to the crime scene, a spokesperson for the Jewish Community in Denmark told Reuters.

Several other embassies and consulates are also located in the area.

There have also been several recent security incidents near Israel's embassy in neighbouring Sweden, where police on Tuesday said they were investigating suspected gunfire in the area.

In January a Stockholm police bomb squad disarmed what investigators called a "dangerous object" outside the Israeli embassy building.

The incidents in Sweden caused no injuries or significant damage.

Swedish authorities have said security police averted several planned attacks linked to Iranian security services using local criminal networks. Iran has called the Swedish report "baseless".

(Reuters)