Here is what we know so far about the incident, the latest in a wave of attacks to hit European cities:
The authorities say the suspect entered Gare Centrale at 8:39 pm (1839 GMT) Tuesday and twice approached a group of about 10 passengers in the departure hall above the platforms.
"He grabbed his suitcase while shouting and causing a partial explosion. Fortunately nobody was hurt," Eric Van Der Sypt, a spokesman for the federal prosecutors office, told a press conference on Wednesday.
"The suitcase immediately caught fire. The man then left his luggage burning and went down to the platform in pursuit of a station master," Van Der Sypt said.
"Meanwhile the bag exploded a second time more violently. This bag contained nails and gas bottles.
"The man then returned to the hall where he rushed to a soldier shouting 'Allahu Akbar' (God is Greatest). The soldier immediately opened fire and hit the individual several times. The latter died on the spot as a result of his injuries," he said.
The suspect was not wearing a suicide belt, as some Belgian media had reported, Van Der Sypt said.
There were no other casualties.
"It could have been much worse. It is clear that he wanted to cause more damage than he did," Van Der Sypt said.
Who is the suspect?
The bomber was a 36-year-old Moroccan national, identified only by his initials O.Z. and born January 1981.
"He was not known to the authorities for any terrorism connection," Van Der Sypt said, declining to give the man's full name while the investigation continues.
A witness described the suspect as well-built and tanned with short hair, wearing a white shirt and jeans.
Where did it happen?
Central Station is one of the three main stations in the Belgian capital, along with Gare du Midi and Gare du Nord.
(Except for the headline, this story has not been edited by NDTV staff and is published from a syndicated feed.)