The Limbecker Platz mall, in the western German city of Essen remained closed on Saturday as police investigated.
The Associated Press reported that around a hundred police officers - many armed with machine pistols and bullet-proof vests - positioned themselves around the shopping centre and adjacent car park to prevent anyone from entering.
Several officers scoured the interior to bring out early morning cleaning staff.
Police spokesman Christoph Wickhorst said: “As police, we are the security authority here and have decided to close the mall.”
He said police had been tipped off late on Friday by other security agencies.
He did not want to provide further details because of the ongoing investigation.
The mall is expected to remain closed all day.
It is one of the biggest in Germany with more than 200 stores and attracts up to 60,000 people on a regular Saturday, according to the shopping centre’s website.
In 2016, three people were injured in an attack on a Sikh temple in Essen by radicalised German-born Muslim teenagers.
Germany has been on the edge following a series of attacks in public places over the past year.