The Danish Security and Intelligence Service, known by its Danish acronym PET, said the report in September didn't give any reason to believe that the 22-year-old was planning an attack.
PET also said it didn't have any intelligence before the gunman's shooting sprees at a cultural center and synagogue that an attack was imminent. PET chief Jens Madsen declined to elaborate when reached by phone Tuesday.
"We are in the middle of an investigation with many aspects, many things to look into, there are lots of unanswered questions right now," he told The Associated Press.
A Danish documentary filmmaker and a Jewish security guard died and five police officers were wounded in the shootings before the gunman was killed early Sunday in a firefight with a SWAT team.
Two sources close to the case identified the gunman to The Associated Press as Omar Abdel Hamid El-Hussein. One said he was released from jail about two weeks before the attacks after serving time for a stabbing in November 2013.
A Denmark native with Palestinian parents, El-Hussein had been in and out of prison since 2011 after being convicted of weapons, violence and other offenses, court documents showed.
While he was awaiting trial for the random stabbing attack on a train passenger, a change in his behavior last summer set off enough "alarm bells" for jail authorities to alert PET, Denmark's counter-terror agency, a source close to the investigation told AP.
Such warnings usually set in motion counter-radicalization efforts, such as counseling in jail. It wasn't immediately clear how aware the court was of this issue; court documents didn't mention it.
His defense lawyer in that case, Rolf Lindegaard Gregersen, said he didn't know whether El-Hussein had been radicalized in prison.
"But nothing like that came up during the trial," Lindegaard Gregersen told AP.
Sentenced to the time he had already served, El-Hussein was released about two weeks ago, the source said, speaking on condition of anonymity because police haven't officially identified the gunman.
On Monday, a judge ordered 10 days of pre-trial detention for two people accused of helping el-Hussein get rid of a weapon while evading authorities. Both men deny the charges, said Michael Juul Eriksen, a defense lawyer for one of the two.
Denmark's prime minister Helle Thorning-Schmidt said there was no indication that the gunman was part of a wider cell, but gave no evidence for that claim. She joined Danish Crown Prince Frederik, foreign dignitaries and some 30,000 people Monday night to honor the victims outside the Krudttoenden cultural center.
The center, which was hosting a panel discussion with a Swedish artist who had caricatured the Prophet Muhammad, was the gunman's first target Saturday. The artist, Lars Vilks, was whisked away unharmed by his bodyguards. A 55-year-old documentary filmmaker was killed and three police officers were wounded.
Later Saturday, police say, the gunman visited an Internet cafe before moving on to the synagogue, where he opened fire early Sunday on the Jewish security guard and two police officers.
Reached by phone on Tuesday, Vilks said he expects security to be raised at any future events that he attends and that he has faith in his bodyguards.
"I have not feared for my life in a long time. I have security," he said.
Denmark has foiled a series of terror plots since the 2005 publication of 12 caricatures of the prophet in the Jyllands-Posten newspaper triggered riots in Muslim countries and calls for vengeance.
AP journalist Marta Migdalek contributed to this report.
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