Prime Minister Charles Michel told French radio RTL that "we must quickly put in place a European intelligence agency, a European CIA" to collate information on suspected radicals and "unmask those with hostile intentions".
His call comes after the Paris attacks earlier this month -- carried out by an extremist cell partly operating out of Belgium -- exposed failings in information sharing between several European intelligence agencies.
Michel warned that one of the major problems facing security services was that information was being shared only between individual countries with no similar Europe-wide protocols.
On Friday, European Home Affairs commissioner Dimitris Avramopoulos also called for a pan-European spy agency, but Michel admitted they faced an uphill battle to have the idea accepted.
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Despite the Paris attacks in which 130 people died, he said France's Interior Minister Bernard Cazeneuve was "very hesitant about the proposition".
Germany too has not hidden its scepticism about a European CIA.
"We shouldn't waste our energy on a European intelligence agency," German Interior Minister Thomas de Maiziere said on Friday, but instead "concentrate on improving the exchange of information through existing institutions.