“At this point, we couldn’t confirm or firm up [the Islamic State] claim”, a spokeswoman for the Brussels prosecutor said.
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Belgium remains on a “level three” security alert, meaning there is a possible and likely threat.
Police said the man claimed to have been abducted and dropped off at the City 2 complex.
Brussels prosecutor Rym Kechiche said authorities were investigating whether the incident near the mall had links to terrorism or whether it was a hoax. “The security services remain extremely vigilant”, Michel said later in a statement.
Crisis centre spokesman Peter Mertens said the nation’s security alert was not changed.
A man had earlier contacted police to say he was strapped with explosives that were rigged to detonate remotely. A bomb squad was called in to confirm he had no explosives on him before he was taken into custody. “The situation of this morning has no impact on the existing measures”.
On Monday, police arrested six people in connection with the foiled attack on a Thalys train travelling between Paris and Brussels in August, when a man attempted to attack passengers after boarding the train in Brussels.
Tensions remain high in France, which is now hosting the Euro 2016 soccer championship, and in Belgium, where authorities conducted a major anti-terror raid over the weekend and have restricted access to some subway stations. The man carried a document with an emblem of the Islamic State group, but his family in Tunisia insisted he was no extremist.
Officials also charged three people they say were involved in a plot to attack soccer fans during the Euro 2016 match between Belgium and Ireland over the weekend.
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Media reported that traffic in the Belgian capital was disrupted as military and police patrolled the area. Security was visibly higher immediately after the reports surfaced, although police denied that it was boosted in response to the news.
