Beginning in the 1840s, immigrant farmers from Luxembourg settled in Northern Ozaukee County and formed several rural communities, including Belgium as well as the neighboring hamlets of Dacada, Holy Cross, and Lake Church.

As recently as 2015, the local cannery, which processes fruits and vegetables harvested at area farms, was by far the village's largest employer.

The Menominee surrendered the land that would become Belgium to the United States Federal Government through the 1832 Treaty of Washington.

[7] The Chicago, Milwaukee & St. Paul Railway began running through the community in 1872, spurring population growth.

[10] In 1945, sixty German prisoners of war from Camp Fredonia in Little Kohler, Wisconsin were contracted to work at Krier Preserving Company in the village to make up for the loss of labor due to local men fighting in World War II.

[11] The Ozaukee County line of the Interurban declined and ceased operation following World War II, but the village continued to grow in the mid-20th Century after the construction of Interstate 43, connecting Milwaukee to Green Bay.

"[13] In 1987, Prince Henri, then-heir-apparent to the crown of Luxembourg, and Princess Maria Teresa visited the village.

[16] According to the United States Census Bureau, Belgium has a total area of 2.42 square miles (6.27 km2), all of it land.

[17] The village is surrounded by the Town of Belgium and is located two miles (3 km) west of Lake Michigan and adjacent to conjoined Interstate 43-State Highway 32.

The Wisconsin Department of Natural Resources considers the village to be in the Central Lake Michigan Coastal ecological landscape.

[18] As land development continues to reduce wild areas, wildlife is forced into closer proximity with human communities like Belgium.

[18] The region struggles with many invasive species, including the emerald ash borer, common carp, reed canary grass, the common reed, purple loosestrife, garlic mustard, Eurasian buckthorns, and honeysuckles.

[19] Some of the wetlands in the Town of Belgium are especially affected by reed canary grass, with the invasive species accounting for more than 50% of plant coverage along some stretches of Sucker Creek and the Onion River.

The hamlets of Dacada, Holy Cross, and Lake Church in the Town of Belgium formed around Catholic parishes that primarily served Luxembourger farmers.

All of the district's schools are located in Cedar Grove, Sheboygan County, north of the Village of Belgium.

[29] The Cedar Grove-Belgium School District made national headlines in April 2024 when the desired characteristics listed by the Board of Education in its official search for a new Superintendent of Schools cited "Christian Values" as well as "conservative politics" as those characteristics sought in a successful candidate.

Questions were raised in many quarters about the legality of a "religious test" for the position in light of the provisions of the Civil Rights Act of 1964, as well as the propriety of insisting on specific political views.

[32] The Ozaukee Interurban Trail, which is for pedestrian and bicycle use, passes through Belgium and connects the village to the neighboring communities of Port Washington and Cedar Grove, and continues north to Oostburg and south to Milwaukee County.

The Union Pacific Railroad operates a freight rail line running parallel to the Ozaukee Interurban Trail in the village,[33] but Belgium currently does not have a passenger train station.

The Village of Belgium maintains six public parks with amenities including baseball and softball diamonds; basketball, tennis, and volleyball courts; an ice-skating rink; picnic shelters; playgrounds; soccer fields; a splash pad; a three-acre fenced dog park; and walking trails.

The Wisconsin Shipwreck Coast National Marine Sanctuary was established in 2021 in the waters of Lake Michigan off Belgium.