* Explosion occurred late on Tuesday
* Building damaged, one person lightly injured
* Police still trying to establish who was behind it (Adds quote from Danish prime minister)
COPENHAGEN, Aug 7 (Reuters) - One person was lightly injured in an explosion outside the Danish Tax Agency's office in Copenhagen late on Tuesday in what police said was a deliberate attack, although it was too early to know who was behind it.
The blast, which occurred at around 22.15 p.m. (2015 GMT), shattered glass doors and windows and scorched metal cladding at the main entrance of the building in Nordhavn, just north of the city centre. Police had closed off the surrounding streets on Wednesday morning and staff had been told to stay away.
"Someone did this on purpose. It was not an accident," Chief Police Inspector Jorgen Bergen Skov said at a news conference. It was too early to say who was responsible for the explosion, he said.
"We take this very seriously and already last night established a broad and comprehensive investigation. We cannot and will not accept an attack like this," he said.
The tax agency was hit by an explosion 16 years ago to the day in what police at the time described as "vandalism", but on Wednesday Skov said their investigation had shown the two events were not connected.
Denmark has some of the highest taxes in the world to underpin its generous welfare system. Danes are generally happy to pay high taxes, surveys show.
Danish Prime Minister Mette Frederiksen said the blast had been "very powerful".
"It hurts our sense of security when something like this hits in the middle of our capital, so we look at this with great severity," Frederiksen said at a news conference.
Serious attacks or violence are rare in the small Nordic country of 5.7 million people that prides itself on a reputation for safety and social tolerance.
"This is an outrageous and totally unacceptable act," the Danish tax minister, Morten Bodskov, said on Twitter after inspecting what he described as "severe damages to the tax agency's building."
(Reporting by Jacob Gronholt-Pedersen, Stine Jacobsen and Andreas Mortensen Editing by Raissa Kasolowsky)
Our Standards: The Thomson Reuters Trust Principles.