The 25-year-old Moroccan, who was restrained and held on the floor by passengers, is said to have links to the “radical Islamist movement”.
He can be held for four days without being charged.
Security measures aboard Thalys trains have been stepped up.
After a meeting of its national security council on August 22, Belgium said mixed Franco-Belgian security patrols would be increased on board the Thalys trains, which link major cities in the Netherlands and Belgium to Paris.
Patrols and security checks will also be boosted at international train stations, and more baggage checks will be carried out.
Ayoub El-Kahzzani boarded the Thalys train in Brussels, and Belgian prosecutors are carrying out an anti-terrorism investigation of their own.
The suspect, who is being questioned near Paris, was flagged up to French authorities by their Spanish counterparts in February 2014.
Ayoub El-Kahzzani is reported to have lived in France, Spain, and Belgium and to have travelled to Syria.
The incident happened on a Thalys service near the northern French city of Arras on August 21.
When a French passenger tried to enter a toilet, he encountered the gunman and tried to overpower him. It is thought this passenger may have since requested anonymity.
A gun was fired and a French-American passenger was injured by the bullet.
Ayoub El-Kahzzani was carrying a Kalashnikov rifle, an automatic pistol with ammunition clips, and a box cutter knife, French Interior Minister Bernard Cazeneuve said on August 22.
Two American servicemen, Spencer Stone and Alek Skarlatos, were hailed as heroes for throwing him to the floor of the carriage, removing his guns and restraining him.
A friend of theirs and fellow American, Anthony Sadler, and Chris Norman, a British man who lives in France, also helped restrain the attacker.
Alek Skarlatos and Spencer Stone are members of the National Guard and the US Air Force respectively.
Spencer Stone received cuts to his neck and hand but has now been discharged from hospital.
Those who prevented the attack are due to meet President Francois Hollande at the Elysee Palace on August 24.
In a phone call on August 22, President Francois Hollande thanked them for their actions which he said had helped prevent an “extremely serious attack”.
The three US citizens and Chris Norman were awarded medals for bravery by authorities in Arras.
The 554 passengers on board the train included French actor Jean-Hugues Anglade, who was critical of train staff, alleging they entered a private cabin and locked themselves in when they heard gunshots, leaving the passengers alone. Thalys denies this.
The president of the French railway company, SNCF, Guillaume Pepy, has said he will meet Jean-Hugues Anglade in coming days to discuss the matter.
France’s security services have placed been on high alert since January when Islamist militants killed 17 people in and around Paris – including the attacks at the offices of satirical paper Charlie Hebdo and a Jewish supermarket.
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