Security was tight as crowds gathered at a Jewish cemetery in Copenhagen for the funeral of 37-year-old Dan Uzan, with large numbers of police along with sniffer dogs, and snipers posted on nearby rooftops.
PM Helle Thorning-Schmidt, who said this week that "an attack on the Jews of Denmark is an attack on Denmark", was seen wiping away tears as chief rabbi Jair Melchior conducted the service.
Uzan, a 37-year-old volunteer security guard, was killed outside Copenhagen's main synagogue in the second of two weekend shootings that sent jitters across Europe.
"Everybody in our community knew Dan," Dan Rosenberg Asmussen, the head of the Danish Jewish community, told AFP. "He was always ready to his part, he was a very fine example for the whole community."
The burial was held under heavy security. Photo: Nils Meilvang/Scanpix
Danish security services have come under scrutiny over what action had been taken to prepare for possible attacks in the wake of the Islamist killings in Paris just weeks before.
Danish intelligence acknowledged on Tuesday that the suspected gunman, identified as a 22-year-old with a history of violent crime, had been had been flagged up as being at risk of radicalisation while he was in prison.
But police dismissed criticism they had failed to boost security after the Paris attacks in January that killed 17 people including four Jews.
"The security level was raised after the incident [in Paris]," Peter Dahl, a senior police official, told Jyllands-Posten.
However, members of the Jewish community in Denmark have told various media outlets that they did not notice any increased police protection ahead of the Copenhagen attacks.
The alleged gunman, named as Omar El-Hussein, launched his rampage on Saturday, first firing off dozens of rounds outside a cultural centre where a debate on Islam and free speech was taking place. Finn Nørgaard, a 55-year-old Danish documentary film director, was shot dead and three police officers were wounded.
Several hours later, the assailant opened fire outside the synagogue where a bar mitzvah was being celebrated, killing Uzan and injuring two policemen.
Police said on Wednesday that the weapon used on Saturday was a Danish Home Guard (Hjemmeværnet) M95 rifle that was reported stolen in a home robbery.
El-Hussein had reportedly only been released from prison two weeks ago after serving time for assault. Berlingske quoted unnamed friends as saying he came out "a changed person".
Politicians from the centre-right opposition have proposed talks with the government about improving the ability of the nation's police force to counter terrorism.
"If there are flaws in the equipment used by the police or in the training and resources provided for the police and intelligence service, we're prepared to discuss it with the government," Conservative leader Søren Pape Poulsen told the daily Politiken.