BRUSSELS—In one of the strictest security lockdowns Belgium has seen since World War II, the government deployed troops, shut the capital’s metro system and urged stores to close after officials invoked the maximum terror alert in Brussels amid threats of an imminent Paris-style attack.

“The level four was set for Brussels based on a serious and imminent threat,” Belgian Prime Minister Charles Michel said at a news conference. “This is the result of relatively precise information of a risk of attacks, similar to those that took place in Paris.”

Soldiers were deployed outside many hotels and tourist spots throughout the capital. Police asked bars and nightclubs in the center of Brussels to close for the night. The city closed its subway system until Sunday afternoon, and concerts and official soccer matches were canceled.

Belgian authorities over the past week have stormed residences across Brussels in their hunt for more clues about some of the suspected Paris attackers who appear to have planned that onslaught in Belgium.

Authorities are scouring the country for Salah Abdeslam, 26 years old, who is suspected of renting a car used in the attacks.