Prosecutors told Libre Belgique that the individual was carrying a backpack and an explosive belt, before being shot down. "It was a very small explosion but a very loud bang". "He said "Allahu Akbar".
Nearby tourist attractions, including the Grand Palace, were shut down and evacuated in the precaution.
Although no one was hurt, billows of smoke pouring through Central Station and memories of Daesh attacks in the city a year ago, and more recently in Britain, France and elsewhere, sent evening commuters racing for cover.
Belgian Interior Minister Jan Jambon said while it is important to address security concerns, it is also vital to avoid over-reacting.
Belgium has been on high alert since suicide bombers killed 32 people on the Brussels subway and at an airport in March previous year. Associates of those attackers, four months later, killed 32 people in their home city, including with bombs loaded on trolleys at Brussels Airport.
A public prosecutor said they were investigating whether it was a terrorist incident.
Soldiers have been deployed at railway stations, government buildings and European Union institutions in Brussels since the aftermath of the Paris attacks when a link to Belgium was first established.
Eric Van Der Sypt, the spokesperson, confirmed at a press briefing on late Tuesday that the man who caused the explosion was "neutralized" by soldiers, but did not reveal whether the man is dead or alive.
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The perpetrator set off a small explosiive device and was then shot by one of the routine military patrols active in Brussels since attacks more than a year ago. He was found to be wearing a belt with explosives.
There were no other casualties.
A police spokesman said: "There was an accident at Central Station". Meanwhile, heavily armed police officers and soldiers surrounded the train station and sealed off the entrances, according to witnesses and video from the scene.
While police say the situation is "under control", they added that there was a "possibility of a controlled explosion".
"The situation is under control but please follow the instructions [of the police]", it said.
Unconfirmed sources say that the man was shot.
Belgium security forces Tuesday at Brussels station. As a result, all rail traffic in the Belgian capital was suspended.
Images and video collected from social media show the immediate aftermath of the incident.

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