Sweden head coach Janne Andersson and some of his players spoke to fans inside the stadium
Sweden's Euro 2024 qualifier against Belgium was abandoned at half-time for security reasons.
An evacuation of the King Baudouin Stadium began at about 22:45 BST, with the last fans and staff leaving at 03:00 (04:00 local time).
The Sweden players have flown home and will return to their clubs.
On Tuesday morning, police in Brussels shot the attacker dead.
Speaking at a news conference on Tuesday, Belgium Prime Minister Alexander de Croo called the killings "a harrowing act of terrorism".
The Swedish Football Association (SvFF) said it received news of the killings just before the match, but it started as planned because Belgian authorities and police considered the stadium - 5km (three miles) from the location of the shooting - "the safest place".
Players and officials were told at half-time, with the score 1-1. Sweden captain and Manchester United defender Victor Lindelof said security put the team "at ease".
"They explained that this is the safest place to be in Brussels," he said.
Lindelof said he saw "no reason" to replay the game as Belgium have qualified for Euro 2024 and Sweden can no longer do so.
Writing on X - formerly Twitter - on Tuesday, Lindelof said: "I'm shocked and devastated by the terrible incidents in Brussels with the cold-hearted attacks on our fellow Swedes.
"I'm lost for words for the cruelty and inhumanity. I want to send my deepest condolences to the families and friends of those affected.
"At the same time, my thoughts go out to all the supporters in Belgium last night. No-one should ever go to a game of football and feel unsafe when supporting their team."
Sweden fans were "uneasy and confused" as news of the shootings reached the stadium, according to Susanne Petersson, the chair of supporters' group Camp Sweden.
"It was difficult to understand what had happened - if it was aimed at Swedish people or if it was just Swedes that had ended up in something," she said.
"Most are going home during the day today. We have been instructed to stay in and not to go out. Most are at their hotels until it's time to go home."
It has not been confirmed whether the victims were in Brussels to watch the match, although SvFF chair Fredrik Reinfeldt said: "What happened is a disgusting attack on innocent people who were going to a football match. We all feel enormous anger and sadness."
The prosecutor on the case said the likely motive was the nationality of the victims.
Fifa president Gianni Infantino said he was "shocked" and "saddened" by the shootings.
"On behalf of Fifa, and the global football family, I extend my deepest condolences to the family and friends of the victims," he said.
"Our thoughts are with the people of Belgium and Sweden, their respective national team players and football associations."
Uefa - European football's governing body - has announced a moment of silence will be held at all Euro 2024 qualifiers on Tuesday in memory of the two victims.
England face Italy at Wembley in a Euro 2024 qualifier at 19:45 BST.
The Metropolitan Police said: "Given the events yesterday in Brussels, those attending the match can be reassured that they will see a highly visible policing presence.
"Officers are there to ensure the event passes off safely and provide reassurance to those attending."
French authorities are doubling security for Tuesday's friendly between France and Scotland in Lille, less than 60 miles from Brussels.
-- Courtesy of BBC Sport