Authorities have detained a purported suicide bomber after a minor explosion at a hotel in central Copenhagen on Friday, Danish TV2 reported.

Police sealed off parts of the city and were searching the Hotel Joergensen for possible explosive devices with dogs after the explosion in the low-cost hotel near Copehnhagen's busiest commuter and regional train station.

The explosion occurred around 15:00 local time. No injuries have so far been reported but police said the man arrested suffered slight injuries to his face and arms.

Danish media has previously reported that a supposed suicide bomber set off the explosion. After the explosion Danish police surrounded a person, who was thought to have set off the initial explosion. According to Danish media, the man had explosives wrapped around his torso.

Danish police anti-terrorist squads arrived shortly after on the scene with bomb disarmament equipment.

Though the alleged bomber was under arrest, police decided to take a cautious approach because of the alleged bomb threat around the man's torso.

The man was allegedly from Luxembourg and after the failed attempt to blow himself up at the hotel, fled to a nearby park.