Three men have been arrested in Copenhagen on suspicion of plotting a terror attack after police found them with automatic weapons and ammunition, Denmark's intelligence service said.

The Security and Intelligence Service, or PET, said the men were arrested in two separate sites in the Danish capital in connection with an ongoing terror investigation. The agency described them as a 22-year-old citizen of Jordan, a 23-year-old Turkish man living in Denmark and a 21-year-old Danish national who lives in Egypt.

"(This) emphasizes the seriousness of the threat facing Denmark," Justice Minister Morten Boedskov told the national news agency Ritzau.

The intelligence agency has repeatedly warned that Denmark remains in the cross-hairs of Islamic terrorists since the 2005 publication of 12 caricatures of the Prophet Mohammad in the Jyllands-Posten newspaper. The cartoons triggered riots in many Muslim countries and militant Islamists have called on followers to avenge them.

Islamic law generally opposes any depiction of the prophet, even favorable ones, for fear it could lead to idolatry.

PET said the three men face preliminary charges of possessing illegal firearms and are "suspected of having been in the process of preparing a terrorist act." The agency did not give any details about the alleged target.

"The investigation will establish whether possible terror threats have been addressed and averted by the arrests," the agency said in a statement.

Preliminary charges are a step short of formal charges.

The men face a custody hearing on Saturday, Copenhagen police spokesman Svend Foldager said. Such hearings are often closed sessions in terror cases.

PET would not say if the suspects belonged to a specific terror network and also declined to comment on whether the arrests may be linked to the one-year anniversary of Usama bin Laden's death on May 2.

Four Swedish residents are already on trial in Denmark for plotting a shooting spree in December 2010 against Jyllands-Posten's Copenhagen office.

In May, Chechen-born Lors Doukayev was sentenced to 12 years in prison for preparing a letter bomb that exploded in a Copenhagen hotel in 2010. Doukayev, a 25-year-old resident of Belgium, was wounded when assembling the device, which is believed to have also been intended for the Jyllands-Posten. No one else was injured.

In February last year, a Danish court declared a Somali man guilty of terrorism for breaking into the home of one of the prophet cartoonists, Kurt Westergaard, with an ax. The artist escaped unharmed by locking himself inside a panic room. The Somali man was sentenced to nine years in prison.