"We are in this fight together," Bernard Cazeneuve declared on Sunday. "The Danish people are going through the same agony that we went through last month."
The French Interior minister was speaking in reference to the January 7 attacks on French newspaper Charlie Hebdo that left twelve people dead.
The attacks, which began with gunshots aimed at cartoonists followed by a Jewish target, are said to have inspired Saturday's fatal shootings in Denmark, according to Danish police.
The latter said on Sunday they had killed the man suspected of being behind the twin attacks, but have not yet named him. He is believed to have been known to the security and intelligence services.
"The terrorism threat is at its maximum level," Cazeneuve added, and has called for counter-terrorism measures to be ramped up, not just in France but across Europe.
"We must be given the adequate means to track down potential terror threats", and to this effect, the Interior minister wants to see the creation of a Passenger Name record in all European airports.
Cazeneuve visited the scene of the first attack at a cultural centre, where he laid a red rose in memory of a 55-year-old man, who was shot during an event promoting free speech.
The event was also attended by a Swedish cartoonist behind controversial caricatures of the Prophet Mohammed, leading some observers to suggest the attacks were in retaliation at satirical magazine Charlie Hebdo, just like the attacks in Paris.
Cazeneuve then went to pay his respects at the synagogue, where a young Jewish man was killed. On Sunday, Israeli Prime minister Benjamin Netanyahu urged European Jews to move to Israel for their safety. But Danish Rabbi Jair Melchior responded that "terror was not a reason to move to Israel."
In the French capital, rights groups will converge in front of the Danish embassy at 6:00pm to pay their respects to the victims and call for an end to terrorism and antisemitism.
Meanwhile, the French President François Hollande has announced that he will also make the journey to Denmark, to "show his solidarity" to the Danish people. He is expected at the French embassy in Copenhagen late Sunday afternoon.