The stabbing came during a state visit to Belgium by French President Emmanuel Macron that has revived memories of the Paris and Brussels attacks.
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But Belgian interior minister Jan Jambon said, "a priori", the suspect in the "cowardly attack" was not listed in Belgium's counter-terrorism database.
"Police don't know him as someone who was radicalised or a terrorist. He seems to have been in psychiatric care but was released a while ago," Jambon told Radio Een, adding that investigations continued.
An assailant stabbed the officer outside the central police station at 5:30am (0430 GMT), police spokeswoman Ilse van de Keere told AFP.
"A police officer was stabbed and slightly wounded" and taken to hospital, she said, adding that the officer's colleague opened fire and wounded the attacker, who was arrested.
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The spokeswoman refused to confirm a local media report that the attacker had shouted "Allahu Akbar" (God is Greatest) during the incident.
Later Tuesday, Macron was to visit the Brussels district of Molenbeek, home of some of the jihadists who carried out the 2015 Paris attacks that left 130 people dead.
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