The area around the City2 shopping center, a major commercial hub in the center of the Belgian capital, was sealed off.
"A man was arrested at 5.30 this morning, possibly in possession of explosives. The bomb disposal team of the army is verifying whether this is the case," a spokeswoman for the Brussels prosecutor said.
Belgium's crisis center, which coordinates security measures, said it was holding a meeting, with Prime Minister Charles Michel present, to discuss the incident.