Danish police said they arrested Friday a third alleged accomplice in the Copenhagen shootings who was identified by the media as the gunman's brother.

The suspect is "charged with complicity in the perpetrator's actions" and will appear before a judge on Saturday for a custody hearing, police said in a statement.

The man was identified by public broadcaster DR as the 18-year-old brother of gunman Omar El-Hussein, who killed two people in twin attacks in the Danish capital this month.

Two other men were arrested in the immediate aftermath of the February 14-15 shootings accused of aiding the attacker and have been remanded in custody until March 26.

As part of the continuing investigation into the killings, police cordoned off an area near a housing estate in north Copenhagen and used sniffer dogs to search the basement of an apartment block, the tabloid newspaper Ekstra Bladet reported.

The first two suspects were originally charged with helping the gunman get rid of a weapon and providing him with a hiding place, but the charges were amended at a closed-door hearing on Thursday, a lawyer for one of the men Michael Juul Eriksen told AFP.

Eriksen said the charges could not be made public but news agency Ritzau said the men were accused of providing the killer with two guns.

El-Hussein was shot dead by police after killing a Danish filmmaker outside a cultural centre before opening fire at a synagogue, killing a Jewish man.

El-Hussein had been released from prison two weeks before the attacks after serving a term for aggravated assault, raising fears he may have become radicalized behind bars.