The shots took place during an anti-terror raid, a Brussels police official told AP.
Three police officers were slightly injured, though it remains unclear whether the officers were struck by bullets or injured in another way, the official added.
A police spokeswoman earlier stated that one officer had been injured in the raid, which took place in the southern suburb of Forest, Reuters reported.
La Dernière Heure newspaper reported that a Kalashnikov was the gun used in the shooting, and that the shooter is on the loose.
The mayor of the municipality, Marc John Ghyssels, confirmed the shooting to Le Soir newspaper, but said the number of suspects on the run has not yet been determined.
Armed police have locked down the area, telling residents to stay indoors. A primary school has closed as a result of the manhunt.
"This operation is connected to the Paris attacks," a spokesman for Belgium's federal prosecutor told Reuters.
Citing a French judicial source, a journalist for France Info tweeted that the operation is not targeting Salah Abdeslam, a prime suspect in the Paris attacks who is believed to have helped equip the gunmen and suicide bombers.
The Forest neighborhood is close to Molenbeek, home of several people involved in the November 13 terror attacks which killed 130 people.
Belgian authorities are still on the hunt for suspects linked to the Brussels-based masterminds of the attacks.