"I am shocked by the murders committed at the Jewish museum, I am thinking of the victims I saw there and their families," Belgian Foreign Minister Didier Reynders said on Twitter.
A bystander, Alain Sobotic, told AFP he had seen the minister at the scene.
No information was immediately available from police on the circumstances of the shoot-out but Sobotic said he had seen two corpses just inside the doors of the museum, a young woman and a man.