Danish police said on Wednesday they were investigating two blasts that went off near the Israeli embassy in the capital Copenhagen.

No-one was hurt in the explosions, which occurred overnight in the "immediate proximity" to the Israeli embassy, police spokesman Jakob Hansen told reporters.

"Nobody was wounded and we are carrying out a preliminary investigation at the scene," police wrote on social media platform X earlier.

"It's too early to say if there is a link" between the blasts and the Israeli embassy, Hansen said.

Writing on X, Israel's ambassador to Denmark David Akov said he was "shocked by the appalling incident near the embassy a few hours ago."

"We have full confidence in the Danish authorities and the police in their investigation."

The Israeli embassy is among several foreign missions, including Iran, Thailand, Turkey and Romania, that are clustered in the upscale suburb of Hellerup north of the Danish capital.

The blasts came as tensions in the Middle East are spiralling, with Iran firing a barrage of missiles at Israeli territory and Israel vowing to make Iran "pay" for the attack.