Separately, police said in a statement: "The shopping centre will be closed all Saturday due to security concerns".
A second man was detained at an internet cafe in Oberhausen in the afternoon and police also increased their presence at a mall, the Centro, in that city, the German news agency dpa reported.
About 100 police officers have cordoned off the city centre mall and a subway station in the West German city of Essen and ordered it remain closed through the day.
"The current state of our investigations points to the threat being exclusively at the shopping centre".
Police in Essen could not immediately be reached for more details.
Armed police and vans surrounded the shopping center, one of Germany's biggest with more than 200 retail outlets, but roads nearby were open to traffic.
Policemen secure the area around a shopping center in Essen, western Germany, after a terror warning on March 11, 2017.
Germany remains on edge following a series of attacks over the past year, including when a failed Tunisian asylum seeker drove a truck into a Berlin Christmas market in December, killing 12 people.
However, elements of the Daesh Takfiri terrorist group have claimed several low-profile assaults on people in crowded places.
Last year, 10 people were injured after an ax-wielding man attacked shoppers at a mall in Dusseldorf.