The incident took place around 0030 IST, causing the city's Gare Centrale to be evacuated. The nearby Grand Place, a major tourist destination, was also evacuated.
"A crowd panicked in the station and ran for the tracks after an incident," said Arnaud Reyman, spokesman for Infrabel, the Belgian railway operator.
Firemen were called to the scene after a report of a small explosion, RTBF broadcaster reported.
The incident in Belgium comes a day after a man mowed down Muslims near a mosque in London, and a radical Islamist on a terror watch-list rammed a car laden with weapons and gas into a police vehicle in Paris.
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The Islamic State group claimed the attacks, which were carried out by the same jihadist cell behind the November 2016 Paris attacks that killed 130 people.
Soldiers have been stationed 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.
Belgium suffered a further shock last August when a machete-wielding man attacked two policewomen in the industrial town of Charleroi, before being shot dead.