COPENHAGEN (AFP) -- Over 1,000 mourners turned out Tuesday for the funeral of the first victim of the Copenhagen shootings amid reports the filmmaker had died trying to stop his killer from spraying a cultural centre with bullets.

At least 40 heavily armed police officers guarded the church in the northwest of the city as Prime Minister Helle Thorning-Schmidt joined the mourners to bid farewell to 55-year-old Finn Noergaard.

Organiser Kirsten Weiss Mose told AFP 1,200 people attended the ceremony, including representatives of Denmark's Muslim and Jewish communities.

Noergaard was shot dead outside a cultural centre on February 14 during a seminar on free speech and Islam in the first of two attacks by a gunman who also killed a Jewish man outside a synagogue.

The attacks, which occurred just weeks after jihadist gunmen killed 17 people in Paris, raised fears of heightened tension between religious communities in Nordic countries.

The Jyllands-Posten newspaper reported witness accounts that Noergaard had tried to intervene as the gunman -- named by police as Omar El-Hussein, a Dane of Palestinian origin -- fired off around 28 bullets at the cultural centre.

"We do not know what Finn was thinking in that situation, but we are sure that it was not his own security but that of others he was concerned about," Noergaard's two sisters wrote in a letter published in several Danish newspapers.

"Finn was a human who took action when help was needed or in dangerous situations," they wrote.

Known primarily for making documentaries, Noergaard had a special interest in the problems of integration. One of his best known works, however, was a 2004 film about a young Australian boomerang thrower.