The shopping center and the adjacent parking lot stayed closed as about a hundred police officers positioned themselves around the compound to make sure nobody could enter the mall.
In another statement police said: "The shopping centre will be closed all Saturday due to security concerns".
Wickhorst said other security agencies had tipped off police late on Friday that an attack would certainly happen in the shopping center on Saturday.
Two men in the nearby town of Oberhausen were arrested in connection with the threat.
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Armed police and vans surrounded the shopping center, which is one of Germany's largest with nearly 200 stores.
But they added they could give no further details about the nature of the threat at the Limbecker Platz centre, in Essen. "The police have concrete indications of a possible attack. In order not avoid any danger for visitors the closure has been ordered", the mall's website message said.
Germany is on high alert following major radical Islamist attacks in France and Belgium and after a failed asylum seeker from Tunisia drove a truck into a Christmas market in December, killing 12 people. The apartment search is directly related to the mall threat, police spokesperson Peter Elke told German broadcaster NTV.
Germany has been on edge following a series of attacks in public places over the past year.