Helle Merete Brix, one of the organisers, told The Associated Press that Vilks was at the meeting but was not hit.
According to larsvilks.com, the event was timed to mark the anniversary of the fatwa against Salman Rushdie.
Mr Vilks was forced to live under police protection after death threats and attacks over drawings he published depicting the prophet of Islam as a dog in 2007. In 2010, two brothers tried to burn down his house in southern Sweden and were imprisoned for attempted arson.
A Pennsylvania woman last year got a 10-year prison term for a plot to kill Vilks.
In 2010, two brothers tried to burn down his house in southern Sweden and were imprisoned for attempted arson.
After Islamic militants attacked the Charlie Hebdo satirical magazine in Paris last month, killing 12 people, Vilks told reporters that even organisations were inviting him to speak in public.
Vilks said he thought Sweden’s Sapo security service, which uses bodyguards to protect him, would step up the security around him.
French President Francois Hollande said on Saturday he had been informed of an attack and interior minister Bernard Cazeneuve would go to Copenhagen as soon as possible.
French Foreign Minister Laurent Fabius condemned what he called a “terrorist attack” in a separate statement.