“We are working on the premise that the incidents are connected,” said Ewa-Gun Westford at Skåne police.
One of the detained men has been held for aggravated assault and four for attempted aggravated unlawful coercion.
Westford has no information over the ages of the detained but all are previously known to the police.
A further four men were released after interrogation.
The first shooting occurred at around 4.30pm on Wednesday afternoon when two men were shot near Möllevångstorget. One was left with life-threatening injuries and the other was less seriously hurt.
According to preliminary reports, unconfirmed by police, the men were disarmed during an attempted robbery and were presumed to have been shot with weapons they had themselves carried.
The second shooting occurred around 7pm when a man sustained minor gun shot wounds on Södra Skolgatan and was taken to hospital in Lund.
All of those involved in both shootings are previously known to the police.
Later Wednesday evening a disturbance was reported outside the emergency ward of Malmö hospital involving a reported 50 people.
Eva-Gun Westford was unwilling to divulge the nature of the connection between the incidents.
“We have identified the people involved from various constellations which we don’t want to say any more about,” she said.