The most obvious answer would be the Maigret books by Georges Simenon (I've not read any of them but have seen the TV adaptations). They were originally written in French but have been translated into English. Most where set in France and England but some are set in Belgium.
Thanks Gavin. You're right. I recently read a Maigret in the excellent set of new Penguin re-issues which was set partly in Belgium. I should perhaps have been more specific. What I have in mind are novels about the Belgian police and the Belgian judicial system, before the 90s, when the former changed a lot.