Police in Belgium have launched a nationwide hunt on Sunday, enlisting the help of the general public, to locate a lone gunman responsible for killing four people on Saturday at the Brussels Jewish Museum.

Video (here) released by authorities showed a man entering the building, took a Kalashnikov automatic rifle from the bag he was carrying and then opened fire. Everything occurred in less than two minutes.

The man was described as medium height and athletic build. He carried out the attack deliberately and unhurriedly, leaving the scene on foot.

Three people immediately died from the shooting rampage, including an Israeli couple. The fourth victim died Sunday afternoon. Twelve other people were being treated for shock.

"We call on the whole population to help identify this person," Ine Van Wymersch, deputy prosecutor, said on Sunday.

No one has claimed responsibility yet for the killings.

"The pain is excruciating as one can imagine," Rabbi Michoel Rosenblum, director of the EU Jewish Buildings in Brussels, said. "The fact that the gunman is at large is very concerning and I hope we will be able to take care of that ASAP."

Joel Rubinfeld, the head of the Belgian League against anti-Semitism, told AFP it was a "terrorist act" borne from a "climate of hate."

The head of Belgium's Jewish Consistory told La Libre newspaper the museum had not received any recent threats. "Everyone among the staff are in shock."

Ms Van Wymersch said they believed the gunman "probably acted alone, was armed and well prepared."

Saturday's attack occurred on the eve of Belgium's nationwide election where voters across the continent are expected to select a new European Parliament.

Belgian officials had immediately raised anti-terror measures and increase protection for Jewish sites.

"The priority of priorities is to find this man. He must be arrested and stopped," Joelle Milquet, Home Affairs Minister, said.

"We must reassure members of the Jewish community," she added.