French national Mehdi Nemmouche, in custody in Belgium, is suspected of having carried out the attack after spending most of 2013 fighting in Syria with Islamist rebels.
Authorities are now looking for a man who was seen walking beside Nemmouche near Brussels North railway station four days after the attack.
"We want this person to explain his presence there," a spokesman for Belgium's federal prosecutors said.
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Footage from the museum's security cameras showed a man wearing a dark cap and a blue jacket enter the building, take a Kalashnikov rifle out of a bag, and shoot into a room, before walking out. An Israeli couple and a French woman died on the spot, a fourth victim, a Belgian man, died later in hospital.
Nemmouche was caught during a routine check at a bus station in Marseille, southern France, and was extradited to Belgium in July. On his arrest he was carrying a Kalashnikov, another gun and ammunition similar to that used in the shooting, prosecutors said.