The Prime Minister wrote to his counterpart, Elio Di Rupo, to express the UK's shock and send condolences as a manhunt continued for the "well-prepared and well-armed" lone suspect.
Officials said the killings, which came on the eve of national and European elections, bore all the hallmarks of an anti-Semitic attack.
Jewish sites in the country have been put under increased protection following the shootings, for which no-one has yet claimed responsibility.
"I was appalled to hear of the shootings at the Jewish Museum yesterday," Mr Cameron wrote. "We join you in condemning this dreadful attack and will work with you to confront such bigotry across Europe.
"Our thoughts are with the families of the victims."
An Israeli tourist couple, a French national and a Belgian museum volunteer were the victims.
Foreign Secretary William Hague also expressed shock and sadness in a letter to his Belgian counterpart, Didier Reynders.
"Tragic events like these only strengthen our resolve to work to eliminate such shocking, extremist behaviour," he said.