COPENHAGEN, Denmark - There are "new indications" that Islamist terror groups are seeking to carry out attacks in Denmark, the country's intelligence service said Tuesday.

"Statements from al Qaeda members and related groups underline the militant Islamist terror groups' continued strategic focus on Denmark," the Danish Security and Intelligence Service said in its annual assessment of the terror threat.

The agency, known by it's Danish acronym PET, said the Scandinavian nation remains a "high-priority terrorist target" because of newspaper cartoons of the Prophet Muhammad that sparked riots in the Muslim world in 2006. Individuals and locations linked to the cartoon case are specifically at risk, PET said.

It noted a series of recent attempts to carry out attacks in Denmark, including the September arrest in Copenhagen of a Chechen man who accidentally set off a letter bomb that PET believes was intended for the Jyllands-Posten newspaper that first published the 12 cartoons.

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

"Additionally, there are new indications that terror groups abroad seek to send terrorists to Denmark to carry out terror attacks," PET said in a statement.

It added that some Danish residents have left for conflict zones, primarily in Somalia and Pakistan, to receive militant training or to take part in hostilities against foreign troops or local authorities.

"It is possible that a number of these individuals may return to Denmark and apply their skills to continued terrorist-related activities," PET said.

It said one example of that could be the Somali man who, armed with a knife and an axe, broke into Danish cartoonist Kurt Westergaard's home in January. Westergaard locked himself inside a panic room and was unhurt as police arrested the intruder, who was later charged with terrorism.