Deputy prosecutor Ine Van Wymersch said the suspect "probably acted alone, was armed and well prepared."
Police had detained one suspect yesterday but he was soon released and is now considered a witness.
The fourth victim "is still alive but in a very critical condition," she said. An Israeli couple and a French woman were killed and a Belgian was injured in the attack.
The attack, which came on the eve of national and European Parliament elections, led officials to immediately raise anti-terror measures and protection of Jewish sites. A motive was not yet given, but the government has said it had the hallmarks of an anti-Semitic attack.
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She said authorities would publish video taken around the time of the attack at the Jewish Museum later Sunday. She called on the public at large to cooperate in hunting down the suspect.
Interior Minister Joelle Milquet has said that the shooter parked a car outside before entering the Jewish Museum, "fired rather quickly, went outside and left."
Prime Minister Elio Di Rupo expressed support for the Jewish community and said "all Belgians are united" in their condemnation.