Dutch anti-terrorism co-ordinator Pieter-Jaap Aalbersberg said all efforts were now focused on catching the gunman. He also said there could be more than one perpetrator.
The threat level has been temporarily raised to its highest point in the province of Utrecht.
Heavily armed police are reportedly gathered outside a house on a street near the 24 Oktoberplein junction, where the tram attack took place, with reports they are preparing to launch a raid.