Hundreds of people clad in white marched in silence in the Belgian city of Liege Saturday to mourn five people killed when a former convict went on a shooting spree this week.

The march was held as 17-month-old Gabriel, the youngest victim of Tuesday's carnage, was buried in a white coffin in a cemetery near Liege in a ceremony attended only by family.

Police put the number of marchers at around 800.

Armed with grenades and an automatic assault rifle, Nordine Amrani killed two teenage boys and Gabriel on a square crowded with schoolchildren and lunch-hour Christmas shoppers before shooting himself in the head.

A 75-year-old woman died of gunshot wounds on Thursday while another 120 people were wounded. Police also found the body of a murdered cleaning woman in her 40s lying in a shed Amrani used to stash cannabis and arms.

Saturday's procession began at the Saint-Lambert square where Amrani went on the rampage and then moved towards the hospital where baby Gabriel was hospitalised. The mourners left flowers there.

An official mourning ceremony is to be held in Liege on Tuesday attended among others by Belgium's new Prime Minister Elio Di Rupo.

The 33-year-old Amrani, who had a passion for weapons, was well-known to police with a record dating back to children's courts and charges for drug dealing, petty theft, illegal arms possession, and a conviction for rape.

In 2007, detectives discovered an arsenal in Amrani's home, finding 9,500 gun parts, including silencers and rifles, as well as 2,800 cannabis plants.

Acquitted on the arms charges, he was sentenced to 48 months in jail for drug offences in 2009 but paroled in October last year.