Police said they had arrested two men, aged 28 and 31, originally from Kosovo, and were trying to establish how advanced the plot was and whether other people were involved.
Acting on a tip-off from the intelligence services, police were deployed to the shopping complex and a nearby Christmas market in the western city of Oberhausen late Thursday, they said.
The mall that was targeted, CentrO, is one of the largest in Germany with around 250 shops that are usually packed in the run-up to Christmas.
The arrests come as police frantically hunt for the Tunisian suspect accused of ploughing a truck through crowds packing one of Berlin's most popular Christmas markets on Monday.
The Islamic State group has claimed responsibility for the assault -- their deadliest yet carried out on German soil.
Police commandos on Thursday raided three homes and a long-distance bus, prosecutors said, as they cast a wide dragnet for 24-year-old Anis Amri.
Police say they are certain it was Amri who steered the 40-tonne lorry after finding his identity papers and fingerprints inside the cab, next to the corpse of its registered Polish driver who was killed with a gunshot to the head.
Authorities have issued a Europe-wide wanted notice over the attack, offering a 100,000-euro reward for information leading to Amri's arrest.
In Tunisia, a brother of the fugitive appealed to him to surrender.
"If he is listening to me, I tell him: 'Present yourself' so the family can rest easier," Abdelkader Amri told reporters.
"If my brother is behind the attack, I say to him 'You dishonour us'," he said.
Chancellor Angela Merkel said she was "proud of how calmly most people reacted" to Germany's deadliest attack in years and voiced confidence Amri would be arrested soon.
But Merkel's assuring message failed to dampen criticism of what many politicians and newspapers slammed as glaring security failures leading up to Monday's attack.
Officials have revealed that Amri was a rejected asylum seeker with a history of crime who had spent years in an Italian jail and had long been known to German counter-terrorism agencies.
News weekly Der Spiegel reported that in wiretaps, Amri could be heard offering to carry out a suicide operation, but that his words were too vague for an arrest warrant.
And Berlin prosecutors said Amri had been monitored from March until September, suspected of planning a burglary to pay for automatic weapons to carry out an attack.
However, when authorities failed to find evidence of the plot and watched Amri operate as a small-time drug dealer, the surveillance was stopped.
"They knew him. They did nothing," ran the scathing headline of Berlin's B.Z. tabloid.
Conservative lawmaker Stephan Mayer, a critic of Merkel's liberal stance on refugees, said the case "held up a magnifying glass" to the failings of her migration policy.
Germany took in more than a million refugees last year, many of them fleeing violence in Syria, North Africa and the Middle East.
"It's clear that a lot went wrong... it was a systemic failure," said Peter Neumann, professor of security studies at King's College London.
Neumann argued that German security services lacked the manpower to maintain around-the-clock surveillance of the 550 known radical Islamists in Germany.
"Germany's anti-terrorism structure is failing to match the scale of the problem," he told news channel NTV.
- 'In the crosshairs' -
While the security debate rages, and is set to intensify with an election next year, many Germans were still looking forward to Christmas Eve on Saturday, the country's most important festival.
On Thursday, Berliners flocked to the reopened Breitscheid square Christmas market that was targeted in Monday's carnage.
The government has appealed for people to carry on as normal and not to give in to fear.
Organisers dimmed festive lights and turned down the Christmas jingles as a mark of respect for those killed.
Victims were also honoured with candles, flowers, letters of condolence and signs reading "Love Not Hate".
Among the dead were six Germans, 60-year-old Israeli Dalia Elyakim, and a young Italian woman called Fabrizia Di Lorenzo. Some 48 others were injured.
Germany had until now been spared the jihadist carnage that has struck neighbouring France and Belgium.
But it has suffered a spate of smaller attacks, including two in July that left 20 people injured, both committed by asylum seekers and claimed by the Islamic State group.
Merkel said Germany had "known for a long time that we are in the crosshairs of Islamic terrorism. And yet, when it happens... it is a totally different situation."