A senior Belgian law enforcement official told ABC News that the military shot one suspect.
Broadcaster RTL quoted Fires Services spokesman Pierre Meys confirming that some kind of an explosion had happened in the city's Central station on Tuesday. Meys could not say what had caused the blast.
He could only confirm that firefighters were at the scene.
The Belgian capital's Grand Place, a major tourist site, was evacuated along with the station about 200 meters (656 feet) away.
Belgium has been on high alert since suicide bombers killed 32 people on the Brussels subway and at an airport on March 22, 2016.