Belgian police shot dead a man suspected of shooting dead two Swedish football fans in Brussels on Monday.

"The perpetrator of the terrorist attack in Brussels has been identified and has died," Interior Minister Annelies Verlinden wrote on social media.

The man of Tunisian origin who had been living in the country illegally was being arrested in the Brussels neighborhood of Schaerbeek following an intensive manhunt in the capital.

Police opened fire during the arrest, a spokesperson for the Belgian prosecutors' service, Eric Van Duyse, said.

Monday's shootings occurred just before a Belgium-Sweden football match in the city center's northern districts. Police had been alerted to the incident after 7 p.m. local time.

In a video shared online by Flemish newspaper Het Laatste Nieuws, the shooter is seen with an automatic weapon on his shoulder, fleeing on a scooter.

Four gunshots can be heard in the video.

Belgian authorities raised the terror alert for Brussels to level four or "very serious" — the highest — and level three nationally.

Sweden has been at the center of a bitter row this year with Muslim countries after multiple burnings of the Koran, Islam's holy book.

In a video posted in Arabic on social media, a man identifying himself as the attacker said "he was inspired by the Islamic State" extremist group, prosecutors said.

Prosecutors said the attacker in his video had indicated the Swedish nationality of his victims was a motivation, but there appeared to be no links with the conflict between Israel and Hamas in the Middle East.

Justice Minister Vincent Van Quickenborn said the asylum seeker was convicted in Tunisia "for common law offenses," but was not reported for a terrorist risk.