Eyewitness accounts indicate that a man disguised as a woman attacked the ING bank on the ground floor of the Paul Henri Spaak building at around 4pm local time and fled up the central stairwell.

The stairs connect to a bridge to the parliament's Altiero Spinelli building, giving easy access to the busy Place de Luxembourg.

The parliament imposed a brief lockdown and checks on cars leaving from the underground parking. Belgian police stayed around until 7pm looking for fingerprints, with the atmosphere quickly returning to normal.

The incident has started a lively debate about parliament security arrangements, which are handled by the multinational G4S company.

Some MEPs are annoyed that an official security warning was sent to staff only at 8pm, even though parliament spokesmen were briefing media at 5.30pm that the robber - who had a gun or replica gun - may still be in the building.

"Specifics [sic] security measures have been set up as a result of this incident. The Security Unit relies on your understanding as part of the ongoing operations," the short email alert said.

One joke doing the rounds in parliament corridors on Friday is that the robber first tried a branch of the Fortis bank in the Altiero Spinelli building, but the bank had no cash.

The quip comes amid fears that Fortis may collapse due to the credit crunch.