French police have arrested a 29 year old Frenchman is relation to the fatal shooting of three people, and the wounding of one more, at a Jewish Museum in Brussels eight days ago.

Mehdi Nemmouche was arrested on suspicion of murder and attempted murder at a customs check at the Saint-Charles train station in Marseille. When police apprehended Nemmouche he was reportedly carrying a Kalashnikov rifle and a handgun similar to the weapons used in the museum attack.

Nemmouche is suspected of visiting Syria least year where he spent time with Islamic militants.

French President Francois Hollande confirmed Nemmouche had been arrested and vowed that France would combat “jihadists” hoping to carry out attacks.

"We will monitor those jihadists and make sure that when they come back from a fight that is not theirs, and that is definitely not ours... they cannot do any harm," Hollande said.