Police cordoned off the area around the Krudttoenden Cafe while they investigated what was thought to be a suspicious letter left only steps away from the banks of flowers left as a memorial.
After the letter was checked out by military bomb disposal units, police declared the all-clear. But the sight of barricades, sniffer dogs and bomb disposal officers will have done little to ease the city's frayed nerves.
News that the suspected gunman swore fidelity to ISIS
leader Abu Bakr al-Baghdadi in a posting made on what's apparently his Facebook page just before the shooting spree began Saturday will also disturb many.
The post pledges "allegiance to Abu Bakr in full obedience in the good and bad things. And I won't dispute with him unless it is an outrageous disbelief."
A Facebook friend of the shooter told CNN he believed the page, which has since been deleted, matched the profile of his friend.
The suspect in the attack has been named as Omar Abdel Hamid El-Hussein, a senior member of the Danish government said.
Prison service warned of radicalization risk
The gunman opened fire at a free-speech forum at the cafe before shooting several people outside a synagogue, and then firing at police. Police killed him in the shootout.
While police haven't formally released the name of the gunman, they said he was a 22-year-old man born in Denmark.
Authorities said he was "well-known by the police for several criminal incidents," including weapons violations and violence. Police also said he was "known in connection to gangs."
The Danish Security and Intelligence Service, PET, also confirmed Tuesday that it received a report from the Danish prison service last year warning that the suspect was at risk of radicalization.
However, based on that report, PET "did not have reason to believe that the now deceased 22-year-old was planning an attack," the statement said.
The report was made as part of a system set up to ensure that authorities can take preventive measures if prison inmates are identified as being in danger of being radicalized.
Charges have been filed against two men who are accused of helping to hide the gunman, the men's attorney said Monday. Lawyer Michael Eriksen said the men, 19 and 22, were charged with two counts of accessory to murder and five counts of accessory to attempted murder.
Eriksen told CNN that the two, who pleaded not guilty, have not been charged under Denmark's anti-terrorism laws.
The nation began the healing process Monday night with a candlelight vigil at which Danish Prime Minister Helle Thorning-Schmidt appealed for national unity. Authorities estimated more than 40,000 attended the event.
"An attack on Denmark's Jews is an attack on everyone," she said. "The Jewish community is an important part of Denmark. We will stand together and continue the everyday life we know. We stand together as Danes."
Lars Vilks, a Swedish artist who attended Saturday's forum, says he thinks he was probably the target of the attack. He escaped unharmed and told CNN on Monday he has gone into hiding.
Vilks, known for his controversial depictions of the Prophet Mohammed, is on an al Qaeda hit list. He declined to specify when he first went into hiding and said he is not afraid.
By the end of the melee at the cafe, the gunman had wounded three officers and killed a 55-year-old man. The Danish Film Institute said he was director Finn Noergaard.
The second victim was a man providing security for a bat mitzvah party taking place behind a Copenhagen synagogue.
The Jewish Society of Denmark identified the deceased as Dan Uzan, 37. He is due to be laid to rest Thursday at the Mosaiske Vestre Jewish cemetery, the society said. The funeral will be open to all.