About 400 Sweden fans spent the night in hotels under police protection after two Swedish people were shot dead in Brussels on Monday.
Sweden’s Euro 2024 qualifier against Belgium was abandoned at half-time for security reasons.
An evacuation of the King Baudouin Stadium began at about 10:45 pm, with the last fans and staff leaving at 03:00 am.
The Sweden players have flown home and will return to their clubs.
On Tuesday morning police in Brussels shot the attacker dead.
Speaking at a news conference, Belgium Prime Minister Alexander De Croo called the killings “a harrowing act of terrorism”.
The Swedish Football Association (SvFF) said it received news of the killings just before the match, but it started as planned because Belgian authorities and police considered the stadium – 5km (three miles) from the location of the shooting – “the safest place”.
Players and officials were told at half-time, with the score 1-1.
Sweden captain and Manchester United defender Victor Lindelof said security put the team “at ease”.