The man was hit by shots fired in the Lygten area on the border between the Nørrebro and Nordvest neighbourhoods. In a second incident, several shots were fired at a car in Herlev, a suburb around 9 kilometres northwest of the city centre.
Copenhagen Police and West Copenhagen Police confirmed the incidents to Ritzau.
“I can confirm that shots were fired out there and that one person was hit,” Copenhagen Police duty officer Henrik Moll said in relation to the Lygten incident, which occurred at 10:38pm.
“The victim, a 34-year-old man, was hit in both arms by shots. His life is not in danger,” Moll said.
Nobody had been arrested in connection with the incident, Moll told Ritzau in the early hours of Wednesday.
Earlier, West Copenhagen Police received reports of the Herlev shooting, in which nobody was hit.
A black VW Golf was found with four bullet holes, police said.
“We don't know whether the car was stationary or moving when the shots were fired. But it collided with a lamppost afterwards. A witness then saw the driver run from the scene, but he later returned to the vehicle. We have now brought him to the station for questioning,” duty officer Brian Holm said.
The vehicle has been impounded and transported for forensic examination, Holm added.
Police are yet to comment on whether there may be any connection between the two incidents.