A man reportedly entered the museum on Saturday and opened fire inside the building before leaving the scene.
Police cordoned off the area and the injured person was taken to a nearby hospital.
Belgian Foreign Minister Didier Reynders said on Twitter shortly after the incident that he is “shocked by" the incident.
No reports were immediately made by police on the shooting; however, witnesses said they saw the corpses of a young woman and a man just inside the museum.
According to La Libre newspaper, an Audi drove up and parked outside the museum and that both the driver and a passenger got out.
The daily added that the driver placed two bags on the ground and then opened fire on bystanders before driving off.
Reynders also told the paper that he was in the area when he "heard shots and rushed to the scene and saw bodies on the ground."
Belgium Prime Minister Elio Di Rupo also voiced his shock and condolences via Twitter.
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