The man claims to be armed and to have explosives, RTBF reports, citing local authorities. He is also said to be a police officer.
The incident is taking place on the M25 motorway, between the city of Liège and Luxembourg to the south.
It is not clear what happened, but initial media reports suggest that multiple vehicles were involved. Police have cordoned off the area, and motorists have been evacuated from their vehicles. Images show crowds gathering in the lane.
The mayor of the nearby town of Sprimont says a crisis response has been activated in response to the incident.