How do you say I am from Belgium in French?

The most common and natural way to say "I am from Belgium" in French is:

Je suis belge.

This directly translates to "I am Belgian."

You could also say:

* Je viens de Belgique. (I come from Belgium)

* Je suis originaire de Belgique. (I am originally from Belgium)

However, "Je suis belge" is the most straightforward and commonly used phrase.