Canada will not be intimidated by a pair of attacks that killed two soldiers on its own soil this week, Prime Minister Stephen Harper said in an address to the nation last night, adding that security agencies will do everything needed to counter threats to the country.

"Let there be no misunderstanding. We will not be intimidated. Canada will never be intimidated," Harper said.

A gunman shot and killed a soldier on guard on Canada's war memorial yesterday and then moved to the nearby Parliament where gunfire erupted near where Prime Minister Stephen Harper was speaking, stunning the Canadian capital.

The gunman was shot dead, and Harper was safely removed in incidents that may have been linked to Islamic militants. 

The shootings followed an attack on two soldiers in Quebec on Monday carried out by a convert to Islam.