Belgian troops patrolling Brussels Central Station "neutralized" a person after a small explosion on Tuesday, a police spokesman said, adding that there were no other casualties and the situation was under control.
He could not confirm media reports that the person had been wearing an explosive vest and it was not clear whether the person shot was still alive. Prime Minister Charles Michel urged people via Twitter to follow instructions from the authorities.
The station and adjacent historic downtown area, including the baroque Grand Place city square were packed with tourists and locals on a hot summer evening, were evacuated as police set up a security cordon, witnesses told Belgian media.
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Het Laatste Nieuws tabloid newspaper quoted what it said were witnesses saying a man shouted "Allahu Akbar" in Arabic before a small explosion. Soldiers ran toward the spot, saw wires protruding from the man's clothes, and shot him. That account could not be independently confirmed.
The city has been on high alert for more than 18 months since Brussels-based Islamic State militants carried out attacks in Paris that killed 130 people there in November 2015 and later bombedBrussels airport and the city's metro in March last year. Those bombings killed 32 people.
The police spokesman said: "There was an incident at Central Station. There was an explosion around a person. That person was neutralized by the soldiers that were on the scene.
"At the moment, the police are in numbers at the station and everything is under control."
Prime Minister Michel and the interior minister were in the national crisis center monitoring developments.