A gunman who opened fire on a high-speed train from Amsterdam to Paris watched a jihadist video on his mobile phone before carrying out the attack.

Prosecutor Francois Molins said Ayoub el Khazzani, 26, watched the video on YouTube before opening fire on the Thalys train on Friday.

Investigators made the discovery after analysing a mobile phone found on the suspect.

"When we looked at his mobile phone, and he'd said originally that he didn't have a mobile phone, we were able to see … that in fact it was specifically dedicated to this project," Mr Molins said.

"It had been used with an active line ... a few hours before the event took place.

"Internet connections carried out from this phone also demonstrated that Ayoub el Khazzani ... had in fact looked at a YouTube film which tried to encourage people to fight and defend the prophet."

Authorities have now formally opened a judicial investigation into the foiled attack.

A lawyer representing El Khazzani had previously said her client was shocked and surprised "to the point of being amused" following his arrest.

El Khazzani reportedly told police he found a bag in a park in Brussels containing guns and a knife and the idea came to him to rob people.

The gunman was overpowered by passengers aboard the train, including three US citizens and a Briton.

US Air Force serviceman Spencer Stone, 23, US National Guardsman Alek Skarlatos, 22, and Sacramento State University student Anthony Sadler, 23, have received the Legion d'Honneur in recognition of their actions.

Chris Norman, a 62-year-old British IT consultant who lives in France, was also awarded the honour.

Police in Belgium have raided two homes in Brussels and seized several objects as part of the investigation.

Belgian authorities are working with their French counterparts in the probe.

The two searches took place in Sint-Jans-Molenbeek as part of a search to find out where the suspect lived.