BRUSSELS — Belgian authorities said they foiled what they called a terrorism attack Tuesday when soldiers shot and killed a suspect after a small explosion at a busy Brussels train station that continued a week of attacks in the capitals of Europe.

Federal prosecutor Eric Van der Sypt said soldiers shot the male suspect at the Central Station immediately after the explosion there on Tuesday night. The man lay still for several hours while a bomb squad checked whether he was armed with more explosives.

Prosecutor’s spokeswoman Ine Van Wy-mersch confirmed his death early Wednesday and said no other explosives were found on his body. Some Belgian media had reported earlier that the suspect was wearing a bomb belt.

Authorities set up a wide perimeter around the station, located near the city’s famed Grand Place square.

Van der Sypt said no one else was injured besides the suspect and the damage from the explosion was limited. The attack, which took place during a heatwave, came around 8.30 p.m., well after the evening rush hour had dissipated.

Nicolas Van Herreweghen, who works for Belgium’s national rail company, said the male suspect was very agitated, yelling about jihadists and then “Allahu akbar,’’ Arabic for “God is great,’’ before blowing up something on a baggage trolley.Associated Press