Belgian authorities believe more Islamic State militants have been sent to Europe following last month’s terrorist attack in Brussels.

The country’s threat level remains at three, which means that an attack is possible and likely.

A spokesman for the country's crisis centre said: "There are indications that Islamic State has sent fighters to Europe and Belgium, the threat level which is currently at three will not go down."

The stark warning comes as the head of the European Union’s security agency says he’s "not entirely confident" all those involved in the deadly Brussels and Paris attacks have been arrested.

"That's because we have a fragmented intelligence picture of precisely who is involved and where they are," Europol's Director Rob Wainwright said.

He added that he was "certainly not confident" other militant cells aren't planning another attack in Europe.

The Paris attack in November last year left 130 dead and many others injured.

Last month, one of those believed to be responsible for the attack - Salah Abdeslam - was "caught alive" in Brussels following a four-month manhunt.

Just weeks later, police in Denmark recovered a cache of weapons and arrested four suspected Islamic State terrorists.

Sky News has revealed that members of the group were all named in the IS recruitment files that were leaked to the network in March.

Earlier on Tuesday, Spanish police announced they had arrested a Moroccan man on the island resort of Palma de Mallorca who was suspected of recruiting fighters for IS - or Daesh, as it is sometimes called.

A police statement said: "The accused had close contact with established terrorists involved with Daesh who are currently located in Syria."

Last year, Spain raised its anti-terror alert level to four out of a possible five.