Peter Madsen attempted his break for freedom earlier, prompting armed police to be dispatched, with a road being blocked off.
The inventor initially got past prison officers by claiming he had a bomb, the Expressen newspaper reported.
Police officers, police dogs and snipers are all on the scene in the Albertslund region, as is a bomb squad.
Madsen was rapidly recaptured after his escape bid.
Pictures showed him sitting against the wall being guarded by snipers.
(More to follow)