Brussels was a location in Belgium.
Sloane was meeting with Miles Deveraux, a former Alliance member, about reconstructing the Alliance. Sydney and Dixon found out about it, and they - along with Nadia and Director Chase went to Brussels to track his movements. They put a tracker on him and Chase and Dixon monitored it while Sydney and Nadia followed. They met up as Sloane went into a building. Chase told Nadia to monitor the perimeter while the others went in. However, when they did they found Sloane alone. Chase demanded to know where the Alliance meeting was, and he said it was in another building; he was just surveilling. They went and looked at his monitor, which was a live feed from Jack Bristow, who was actually meeting with the Alliance.
Sloane explained that the Alliance was trying to regroup, and he and Jack were trying to stop them. He had not told the CIA because he knew that they would try and stop him. Jack insisted on going in himself to deliver the Decoder key as they would recognise him as Sloane's Chief of Operations from SD-6. Sydney worriedly told him that he did not have the real Decoder key as she and Dixon swapped it out when they thought Sloane was working against APO. Just when Deveraux was about to shoot Jack for lying to them, Nadia arrived and shot the Alliance members (The Index).