A 40-year-old man was killed in Copenhagen on Saturday when  a cafe, the site of a freedom of speech event, came under fire, Danish police said.

The event was organised by Swedish artist Lars Vilks, who had been threatened several times for drawing caricatures of Prophet Muhammad eight years ago.

The unknown assailants have managed to flee in a car after the in which 30-40 shots were fired.

The cafe was hosting an event titled "Art, blasphemy and the freedom of expression" when the shooting occurred. Three police officers were wounded in the attack.

Vilks’ caricatures of Prophet Mohammed have angered many Muslims who considered them offensive. His cartoon depicting Prophet Mohammed with a dog's body in 2007 have earned Vilks several death threats and prompted at least two attempts on his life. Conservative Muslims consider the dog an unclean animal.

Vilks, 68, has lived under protection by the Swedish police since 2010.

According to Danish news agency Ritzau Vilks and the French ambassador to Denmark Francois Zimeray, who was also at the event, were both unharmed.

The Copenhagen attack occurred just over a month after the massacre at the Paris offices of magazine Charlie Hebdo, which had come under attack by Islamic militants for publishing satirical cartoons of Mohammed.

AFP quoted Zimeray as saying: "They fired on us from the outside. It was the same intention as Charlie Hebdo except they didn't manage to get in."

French President Francois Hollande said Interior Minister Bernard Cazeneuve would go to Copenhagen as soon as possible.