The Associated Press reported two explosions have been heard in the Brussels neighborhood where Abdeslam was captured and police were looking for another person.
French president Francois Hollande said that everywhere in Belgium or France, the terror threat level is very high.
Hollande also said there are more people involved in the Paris plot than initially thought.
A large police operation was previously reported to be underway in Molenbeek, a neighborhood where many of those involved in the Paris attacks in November came from.
Abdeslam, who was one the most wanted men in Europe, is thought to be one of the masterminds of the attacks that killed 130.
Abdeslam's fingerprints were found in an apartment raided in the Brussels area on Tuesday, Belgian Federal Prosecutor Eric Van der Sypt previously confirmed to ABC News. However, it was impossible to determine how old they were.
"They could be days -- or even weeks -- old," the prosecutor said.
Hollande says France will seek the extradition of Abdeslam and believes Belgium will respond as quickly and efficiently as possible.
He says it's important that there will be arrests that will allow justice to take its course.
Belgian Prime Minister Charles Michel says police faced armed resistance during a raid that captured Abdeslam and two other suspects Friday. Hollande says the operation was very dangerous and took exceptional courage.
A spokesman for the Belgium federal prosecutor's office says four people have been detained along with Abdeslam, including three members of a family that sheltered him.
Spokesman Thierry Werts says Abdeslam and another suspect had minor injuries in the raid that led to their capture. Werts did not say how the three members of the family accused of sheltering Abdeslam knew him.
Van der Sypt says the investigation is continuing day and night.
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