Developing story: Please refresh page for the latest version
Brahim El Bakraoui who struck at the city’s airport, said in the note, described by a prosecutor as a written testament, that he was “on the run”.
His brother Khalid El Bakraoui targeted a train at a Metro station during the morning rush hour on Tuesday, killing 20 people.
The attack followed a double blast at Zaventem Airport which claimed 14 lives.
A suspect in the attacks is still on the run, Belgian prosecutor Frederic Van Leeuw confirmed, following earlier reports from local media that he had been arrested.
Najim Laachraoui, 24, who has not been officially identified by authorities, has been linked in reports to the Paris massacre last November.
French media said his DNA had been found on explosive belts found at the Bataclan theatre and the Stade de France following the killings in the capital five months ago.
Frederic Van Leeuw told a press conference on Wednesday afternoon in relation to the Brussels attacks: “A photo showing the three suspects has been issued and one of them has been identified, Mr Brahim El Bakraoui, because of his fingerprints, and he is of Belgian nationality.
“The second one on the left of the photograph has not been identified. The third one, in a hat, is still on the run and his bomb did not explode. It contained the biggest explosive charge and there was great instability of the explosives.”
He said Brahim El Bakraoui indicated in a note found on a computer left in a bin in the area of Schaerbeek in Brussels that he was “on the run” and did not “know what to do”.
He said: “We have found a written testament by Brahim El Bakraoui in which he said: ‘I don’t know what to do. I’m in a hurry. I’m on the run. People are looking for me everywhere. And if I give myself up then I’ll end up in a cell.’”
Mr Van Leeuw said two people were arrested on Tuesday night.
One person has been released, but the other, arrested in Schaerbeek is being questioned.
He said two of the dead attackers had criminal records, but not related to terrorism.
The prosecutor confirmed a taxi driver had come to them with information that he “gave a lift to three persons who had big bags”.
It is thought a raid at an address after this uncovered another bomb and an Islamic State (IS) flag.
IS has claimed responsibility for the latest attacks and issued a statement in Arabic and French which threatens other countries in the anti-IS coalition with “dark days”, according to the SITE Intelligence Group, which monitors jihadi websites.
Images following the third explosion showed passengers climbing from a train into a smoke-filled tunnel near Maelbeek station.
Mr Van Leeuw said the blast took place in the second carriage of the train while it was still at the station.
While the prosecutor said the death toll from the attacks was 31 he warned this could rise in the coming days and widespread reports indicate it has already reached 34.
As it entered a second day of mourning, Belgium held a minute’s silence in memory of the victims.
The first confirmed fatality was mother-of-two Adelma Tapia Ruiz, 37, from Peru.
Around 270 people were injured in the attacks, and Downing Street has said four, three of whom are in hospital, are British nationals.
Number 10 said it was also concerned about a missing British national.
The family of Briton David Dixon, who is originally from Hartlepool but was living in Brussels and has been missing since the explosions, are said to be “desperately” searching for him.
Prime Minister David Cameron told the House of Commons: “We face a common terrorist threat and I’m sure the whole House will join me in expressing our full solidarity with the people of Belgium following these terrible attacks.”
The UK’s police and security services were doing “everything they can” to support the Belgian investigation, he said.
Joining other world leaders in expressing their horror in the aftermath of the attacks, the Queen and Duke of Edinburgh said they were “deeply shocked and saddened”.
Speaking at a policing conference in London, Home Secretary Theresa May said: “Our message is simple: we stand together against the terrorists and they will not win.”
Transport terminals across the UK and Europe have boosted security in the wake of the atrocities, and Belgium’s main airport is to remain closed until at least Thursday night.