The International Tennis Federation says it is "greatly concerned" by the Belgian government's decision to raise the terror alert for Brussels, just six days before the Davis Cup final.
Great Britain are due to take on Belgium in Ghent, which is 35 miles to the north west of Brussels.
ITF president David Haggerty told the BBC in a statement that preparations for the final are continuing.
He added that safety remains the ITF's "highest priority".
"Over the last week, the ITF has been in constant contact with the relevant authorities, the Royal Belgian Tennis Federation, the Lawn Tennis Association and our risk assessment company and this dialogue continues today.