Civilians are urged to stay away, North Jutland Police wrote on its website.
Danish police were called to the scene after a report of a fire in an industrial area in Aalborg. At the same time as police responded, a report of gunfire was received. When police arrived at the scene, shots were fired at them, Ekstra Bladet writes.
Police reportedly fired back - both police and the perpetrator were reportedly hit in the exchange of fire. A third person was also reportedly hit.
The injured are in accordance with police, but it is unclear how seriously and police do not want to comment further.
The Danish police's task force AKS has been dispatched in response to the incident, DR writes.
Pictures show black smoke rising and Ekstra Bladet's reporter claims to have seen several ambulances.
