Two Swedish nationals were shot to death and a third person was wounded in central Brussels on Monday night, and a man who identified himself as a member of the Islamic State claimed responsibility in a video posted online.

The suspected assailant fled the scene after the shooting as a football match between Belgium and Sweden was about to start, triggering a massive manhunt and prompting Belgium to raise its terror alert to the highest level.

A Belgian federal prosecutor said there was no evidence that the attacker, who was still on the loose, had any link to the recent renewed conflict between Israel and Palestinian militants.

The likely motive for the attack was the Swedish nationality of the victims, the prosecutor said.

Sweden in August raised its terror alert to the second-highest level, warning of an increase in threats against Swedish interests abroad, after Koran burnings and other acts in Sweden against Islam's holiest text outraged Muslims and triggered threats from jihadists.

The suspected assailant, calling himself Abdesalem Al Guilani, claimed in a video on social media that he was a fighter for Allah. The federal prosecutor said the third victim, who was wounded but whose condition was not in life-threatening, was a taxi driver. The prosecutor called on Brussels' residents to stay indoors until the threat was over. European Commission staff were also advised to stay indoors.