Federal prosecutors spokesman Eric Van der Sypt told reporters at a hastily arranged news conference near the station that he could not confirm if the attacker, who was shot by troops patrolling the station, was still alive, nor give any details about his identity.
Local media quoted some witness as saying that the explosion was caused by a man with an explosive belt, who was neutralized by soldiers afterwards. The suspected perpetrator was neutralized by the soldiers present.
The suspect later died, Prosecutor's spokeswoman Ine Van Wymersch told the Associated Press.
There were reports of a loud bang at Brussels Central Station. He said he then appeared to yell "Allahu Akbar" in Arabic and to detonate something on a luggage trolley.
Federal Police spokesman Peter De Waele told CNN affiliate VTM that "an individual has set off an explosion".
Police halted rail traffic, evacuated the site and cleared streets crowded with tourists and residents enjoying a hot summer's evening in the historic city centre between the station and nearby Grand Place, Brussels' landmark Renaissance town square. Police said the situation is "under control". He later confirmed the suspect was dead but declined to identify him or say if he was known to authorities.More news: North Korea confirms successful missile test - state media
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Belgium has been on high alert since suicide bombers killed 32 people on the Brussels subway and at an airport on 22 March 2016. That image traveled around the world showing what Belgian police are calling yet another "terrorist" attack in Europe.
The station was evacuated shortly after 8:30 p.m. local time on Tuesday and all trains were halted as passengers fled onto the rails amid the sound of a detonation and gunshots, according to railway company SNCB. Photos on social media showed a small fire in the station.
The man was shot by soldiers after detonating a small device there late Tuesday.
As Prime Minister Charles Michel consulted his security advisers, the national alert was maintained at its second highest level.
The police spokesperson said: "There was an incident at Central Station".
The incident was a failed bombing attack, a senior Belgian counterterrorism official told CNN.