The Foreign Ministry said it was in contact with local police and that the bodies would be flown to Israel for burial as soon as they were no longer required by the investigation.
The third fatality was a female volunteer at the Jewish Museum of Belgium, according to an unconfirmed report Saturday night on the news site HLN.be, which is the online edition of the Het Laatste Nieuws daily.
A fourth victim, whom HLN reported was a 23-year-old employee of the museum, was hospitalized in critical condition.
The police had no suspects in custody, the news site also reported.
Belgian and Israeli authorities have yet to release the names of those who died in the museum.
The shooter aimed for the victims’ throats and heads, witnesses told the daily.
Authorities are looking for the shooter, who was driven to the museum by a suspected accomplice in an Audi car, and are analyzing security camera footage.
Prime Minister Benjamin Netanyahu and Foreign Minister Avigdor Liberman said that the attack was caused by anti-Israel and anti-Jewish attitudes in Europe.
“This act of murder is the result of constant incitement against Jews and their state,” Netanyahu said in a statement hours after the shooting.
Earlier Saturday, Belgian Prime Minister Elio Di Rupo told a hastily called news conference that Belgians stood “united … faced with this hateful attack,” while Belgium’s King Philip expressed his “indignation over this act of violence closely affecting the Jewish community.”
The head of the EU executive Jose Manuel Barroso condemned “this terrible act” in the heart of the European capital, saying: “This was an attack at European values which we cannot tolerate.”
EU foreign policy chief Catherine Ashton said “there must be no impunity for terrorism.”
It was the first fatal attack on a Jewish center since the early 1980s in Belgium, home to some 40,000 Jews, roughly half of them in Brussels, the remainder in the port city of Antwerp.
A deputy public prosecutor, Ine Van Wymersch, said police had detained and were interrogating a person who admitted to having been on the scene at the time of the attack but who denied all involvement.
The person was initially interrogated as a suspect but later questioned as a witness, the public prosecutor’s office said.
An inquiry was opened for “murder with premeditation.”
Van Wymersch said police believed two men were involved, one who left the scene at the wheel of a car and was in police custody and one who escaped on foot and who had not yet been identified.
Detectives were examining video camera footage in and outside the museum for further leads.
“This is an odious attack,” said premier Di Rupo. “Everything is being done … to identify and arrest its author or authors.”
A Jewish community figure, Joel Rubinfeld, told AFP it clearly “is a terrorist act” after the two men were seen driving up and double-parking outside the museum.
One opened fire, allegedly shooting indiscriminately first in the entrance hall and then further inside before getting away.
The area around the museum was closed off and security beefed up to maximum level across the country in places associated with the Jewish community in Belgium, Milquet said.
The shooting took place at around 4 pm (1400 GMT), with the victims apparently shot to kill in the face and throat.
A bystander, Alain Sobotik, told AFP he saw the corpses of a young woman and a man just inside the doors of the museum.
A picture shows them lying in pools of blood.
“The young woman had blood on her head. She was still holding a leaflet in her hand, she looked like a tourist,” he said.
Also witness to the two corpses lying at the entrance shortly after the shooting was Belgian Foreign Minister Didier Reynders who told reporters that the two other victims had been shot further inside the museum.
“I hope we will identify those responsible very quickly,” he said.
Reynders said he had been strolling nearby when he saw people fleeing and heard shots and rushed to help.
When he saw “bodies on the ground in pools of blood” he called the 112 emergency number and rounded up eye-witnesses to assist the police.
While stopping short of calling it an anti-Semitic act, Reynders said “evidently one thinks of that.”
The Jewish Museum of Belgium is located in the heart of the Sablon district which is home to the city’s top antique dealers.The area is a popular weekend haunt for shoppers and tourists, hosting the city’s best chocolate shops and many cafes.
“A deeply symbolic place was struck,” said Di Rupo. “The government expresses all its support to our country’s Jewish community.”
The attack came on the eve of elections in Belgium for a new federal government as well as for its regional parliaments and the European Parliament.
In 1982, a gunman opened fire at the entrance of the synagogue in Brussels, wounding four people, two seriously.
JTA contributed to this report.
