The EU has no official capital, and no plans to declare one, but Brussels hosts the official seats of the European Commission, Council of the European Union, and European Council, as well as a seat (officially the second seat but de facto the most important one) of the European Parliament.
In 2013, this presence generated about 250 million euros (8.3% of the regional GDP) and 121,000 jobs (16.7% of the regional employment)...
And I understand you can get some really good chocolate there!