BRUSSELS—Belgian police on Friday arrested Mohamed Abrini, one of Europe’s most-wanted terrorist suspects, and prosecutors said they were working to determine whether he was the third attacker at the Brussels airport in March.

According to two officials, Belgian authorities suspect Mr. Abrini was the sole surviving attacker who escaped from the national airport during the March 22 attacks, wearing a dark hat and a light-colored jacket. Thirty-two people were killed that day by suicide bombers at the airport and the Maelbeek...