The French language Derniere Heure (DH) newspaper reported the security guard's badge was de-activated as soon as it was discovered he had been shot dead in the Charleroi region of Belgium and his badge stolen.
A police spokeswoman said she could not comment because an investigation was ongoing.
In a nation on high alert following this week's attacks, the report stokes fears about the possibility militants are seeking to get hold of nuclear material or planning to attack a nuclear site.
On Thursday, DH had reported the suicide bombers who blew themselves up on Tuesday originally considered targeting a nuclear site, but a series of arrests of suspect militants forced them to speed up their plans and instead switch focus to the Belgian capital.
Late last year, investigators found a video tracking the movements of a man linked to the country's nuclear industry during a search of a flat as part of investigations into the Islamist militant attack on Paris on Nov. 13 that killed 130 people.
The video, lasting several hours, showed footage of the entrance to a home in northern Belgium and the arrival and departure of the director of Belgium's nuclear research programme.
