The passenger, who is in his twenties, was removed from the bus by police, Ritzau reports.
Police confirmed he is considered to be a gang member.
A police search following his removal from the bus revealed he was carrying the gun. He was on Thursday remanded in custody for four weeks by a judge at Glostrup District Court.
Police prosecutor Louise Arffmann said that the man admitted in the preliminary court hearing to have been carrying a gun on board the bus, as well as in another public location on September 24th.
West Copenhagen Police lead investigator Søren Enevoldsen said the police operation on the bus had taken place “calmly”.
“We had him under control,” Enevoldsen said, adding police did not draw their weapons during the arrest.