A gunman killed two people in Brussels on Monday evening and is on the run, the Belgian capital's prosecutor's office said.
After the killings, Belgian authorities raised the terror alert to its highest level in the capital.
The qualifier was abandoned at half-time after the killings, and the crowd was instructed to stay inside the stadium, Reuters reported.
"Following a suspected terrorist attack in Brussels this evening, it has been decided, after consultation with the two teams and the local police authorities, that the Uefa Euro 2024 qualifying match between Belgium and Sweden is abandoned," Uefa, the European football governing body, posted on X.
"Further communication will be made in due course."
A video shared by Flemish newspaper Het Laatste Nieuws shows the gunman in a fluorescent orange jacket fleeing the scene after using an automatic rifle.
A spokeswoman for the prosecutor's office told AFP that an investigation had been opened but did not speculate on the gunman's motive.
The federal prosecutor in charge of terrorism cases was investigating whether there was any possible terrorist motive for the attack.
The shooting took place in the capital's northern districts. Police had been alerted to the incident after 7pm local time.
They cordoned off the area where the shooting occurred.
"I have just offered my sincere condolences to the Swedish PM following tonight’s harrowing attack on Swedish citizens in Brussels, Alexander De Croo, Belgium's Prime Minister, said on X, formerly known as Twitter.
"Our thoughts are with the families and friends who lost their loved ones. As close partners, the fight against terrorism is a joint one."
Belgian Minister of Foreign Affairs, Hadja Lahbib, also said on X: "Horrified by the terrorist attack which left two victims in the heart of Brussels.
"All necessary means must be mobilised to combat radicalism. Thoughts for the victims, their loved ones and for our law enforcement."
EU Commission President, Ursula von der Leyen, said on X: "My heart goes out this evening to the families of the two victims of the despicable attack which took place in Brussels.
"My absolute support for the Belgian police forces to quickly apprehend the suspect. We are united against terror."
Ylva Johansson, EU Commissioner for Home Affairs, wrote on X: “A shocking terrorist attack in Brussels this evening with two Swedish victims.
“My heart is with their families.
“Stand united, terrorism will never win.”