Danish police block a road in a neighborhood of Copenhagen on Saturday after a nearby local police station was hit by an explosion. This follows Tuesday's explosion which occurred outside the Danish Tax Agency's office. Photo: Philip Davali/Ritzau Scanpix via AP

Copenhagen – Danish police said on Wednesday that two Swedish nationals were the main suspects in an explosion at the Danish Tax Agency building in Copenhagen last week.

A 22-year-old Swedish man was arrested overnight into Wednesday and police were searching for a second Swedish man, Chief Police Inspector Jorgen Bergen Skov told reporters in Copenhagen.

Skov said the 22-year-old was arrested in the southern Swedish city of Malmo and was to be extradited to face a pre-trial detention hearing. Police have requested a closed-door hearing due to the ongoing investigation.

A warrant has been issued for the second suspect, who remains at large.

The August 6 explosion shattered windows and damaged the facade of the building. One passer-by was lightly injured by debris, but the two people inside the building at the time of the blast were not hurt.

Danish Prime Minister Mette Frederiksen later said the government was investigating how the border to Sweden could be better monitored. Copenhagen is linked to Malmo, Sweden's third-largest city, via the Oresund rail and road bridge.

"The criminals are the target, not the many commuters or people who travel back and forth," Frederiksen said.

Other measures could include stiffer sentences for blasts deliberately targeting public buildings and more surveillance cameras, Frederiksen added.

Sweden has applied temporary border controls with Denmark since 2015 amid the European migration crisis. Denmark introduced spot checks in early 2016 at border crossings to Germany, including ferry terminals and the joint land border.

Skov said several raids have been conducted in Sweden in connection with the blast. He said a car believed to be have been used by the suspects has been seized and was being examined.

The incident has so far not been linked to a second blast that hit a Copenhagen police station on Saturday, he added. That blast also shattered windows and damaged the entrance to the building.

In Sweden, criminal gangs have been blamed for using explosives – sometimes stolen from building sites – in their ongoing turf wars in several cities.