The shooting took place in Saint-Gilles, the area surrounding the Brussels South/Midi train station, between 1am and 2am, a police spokesperson said.
The suspect or suspects are on the run.
In addition to the two killed persons, three people were injured, two with life-threatening injuries. The third person was later recovering and was said to be in a stable condition.
The police have refrained from establishing a connection to drug trafficking or armed rivalry between drug trafficking networks, which remains a frequent issue in this area.
Street shootings are occurring in both Brussels and Antwerp, whose port has become the primary route into Europe for cocaine illegally imported from South America.
