The raids are part of a federal investigation begun in 2017 into suspicious financial activities in the Jupiler Pro League, Belgium's top division.
Standard Liege and Lokeren also confirmed they are co-operating with police after their offices were raided on Wednesday.
In addition to Club Brugge and Anderlecht, the offices of 10 other clubs have reportedly been raided, including top of the table Genk.
"This action is part of a judicial inquiry into the practices of certain players' agents".
Anderlecht said it was "fully cooperating" with authorities.
A number of people now face questioning, the statement said.
"The club is also convinced that no-one is involved in this case at KV Oostende", it added.
Club Bruges' manager, Ivan Leko, is being questioned, along with prominent Belgian-Iranian agent Mogi Bayat.
Prosecutors said the searches were related to an investigation launched at the end of 2017 into suspect financial transactions in the top Belgian league, with possible charges of criminal organisation, money laundering and corruption.
The unexpected raids and arrests, which top-selling Belgian newspaper Het Laatste Nieuws said had shaken Belgian football to its core, come just three months after the country reached the World Cup semi-finals and ended up finishing third at the tournament in Russian Federation.
Some of the house searches were carried out at the homes of club directors, football agents, referees, a former lawyer, a trainer, journalists and at an accountancy office.
The raids took place in just about every region in Belgium.
Authorities announced on Wednesday that 220 police officers had taken part in 57 raids in seven nations across Europe, with 44 of them taking place in Belgium.
The statement said some football agents, independent from one another, "would have schemed to hide" transfer commissions, payments of players and coaches, and other payments from the Belgian authorities, causing tax losses.
The investigation, which began a year ago, will focus on "suspicious financial transactions" in Belgian professional football during the 2017-2018 season, according to Belgium's VRT News.