Police are in the building and searching for explosive substances, according to the publication.
The evacuation started after police were alerted about overheard comments on a possible explosion by someone near the venue.
"The pair [of bystanders] immediately called us. We quickly evacuated the place," a police representative said.
The venue was due to host a concert by French singer Jain late on Saturday.
Belgium has become one of Europe`s most terror-prone countries over recent years amid a wave of terrorist attacks across the continent. The country`s security services have been investigating several cases related to last year’s terror attacks in Paris and this spring`s Brussels bombings, as well as foiled terror plots in the country.
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