A police cordon is still in place (Picture: HATIM KAGHAT / Belga / AFP)

Two people have been killed following a shooting in Brussels city centre.

Video captured at the scene showed a man shooting several times near a railway station and using a large weapon.

The gunman, wearing an orange jacket and white helmet, was then seen chasing a man into a building.

According to Het Laatste, a Dutch-language newspaper based in Antwerp, the shooting took place near Saincteletteplein, to the north of the city centre.

Belgian broadcasters said the two victims were Swedish and wearing football shirts.

The Swedish national football team was scheduled to play a Euro qualifier match against Belgium at the Heysel Stadium this evening.

Police spokeswoman Ilse Vande Keere said officers arrived at the scene quickly, and sealed off the immediate neighbourhood.

She did not elaborate further on the circumstances of the shooting. No suspect has been arrested.

Video captured at the scene showed a man shooting several times near a railway station and using a large weapon.