Updated

A 43-year-old dog squad officer who was shot in the head at close range outside a suburban Copenhagen police station has died, Danish authorities said Wednesday.

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Kim Christiansen, head of the suburban police district, said the officer died "surrounded by his next of kin" on Wednesday, the day after he was shot. His condition had deteriorated the night before after doctors failed to remove the bullet in his head, Christiansen added.

A 26 year-old Danish man was jailed earlier in the day on suspicion of shooting the officer, who has not been publicly named. Prosecutor Morten Frederiksen said the man was suspected of stealing the gun that was used to shoot the officer on Tuesday from a shooting range.

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Claus Oxfeldt, chairman of Denmark's main police union, called it "a black day for the police."

The last time a Danish officer was fatally shot in the line of duty was 21 years ago, according to the union. Officer Morten Mortensen was fatally shot during an armed bank robbery.

The latest death to strike at the heart of Denmark's law enforcement community came in 2008, when intelligence officer Karsten Krabbe was among the 50 people killed when a car bomb exploded outside a hotel in Islamabad, Pakistan.

Frederiksen said police are working to establish a motive for Tuesday's shooting, which was seen by witnesses and recorded by surveillance cameras at the Albertslund police station. The suspect refused to speak during a pre-trial hearing Wednesday where he was ordered held for four weeks, he said.

At the hearing, the judge also ordered the suspect, who was not identified because of a court order, to undergo a mental investigation. Four years ago, he was sentenced to eight months for threatening officers at the same police station with a fake gun.

The man was arrested Tuesday hours after the shooting that briefly prompted security outside all Danish police stations to be stepped up.