All this is suggested in the thematic grouping of paintings, without much in the way of explanatory text or historical background. So unless you already know the story of Symbolism (or have deep enough pockets to buy the catalogue), this can be a baffling exhibition.

Symbolism wasn't so much an artistic movement, complete with manifesto, as a tendency among late 19th-century artists to turn away from faithful representations of the world and towards depictions of ideas and states of mind. Even then the break was not that great, and they didn't stray too far from figurative norms: people still look like people and landscapes like landscapes. The roots of Symbolism can be found in German romanticism, and there are close parallels in other contemporary movements such as the English Pre-Raphaelites.

The simplest approach to Symbolism is the allegorical figure, where the key is usually in the title – count the female figures standing in here for "Perversity", "Tenderness", "The Elements in Motion" and so on. But the Symbolists also liked mythological and religious themes, and fed well on contemporary symbolist literature such as the poems of Baudelaire, Mallarmé and Verlaine. Above all, the Symbolist painters were into sex, death and religion. At the same time, if at all possible.

Although the towering figures of Symbolism were both French – Gustave Moreau and Odilon Redon – Belgium had its fair share of famous names, most notably Félicien Rops, Fernand Khnopff, Jean Delville and Xavier Mellery. All four are well represented here, with work that gives the exhibition something of a greatest hits feel.

Delville's "Dead Orpheus" (1893) is on the poster, while Khnopff's "Caresses" (1896), featuring a young man nuzzling up to a leopard with an androgynous human head, is perhaps the best-known image in the show. There are heaps of grotesque drawings and etchings from Rops, including the iconic "Pornokrates" (1879), in which a pig on a leash guides a blindfold nude in stockings. Meanwhile from Mellery there is "Fall of the Last Autumn Leaves" (c1890), with women dressed in brown tumbling out of the branches of a tree and into a massive spider's web.

The works you haven’t seen

But there are other things to see by these artists that give a deeper appreciation of their work – for instance the moody interiors drawn by Mellery that have been brought in from private collections. It is also good to see more by Léon Frédéric, whose large triptych "The Stream" (1890-99), with its torrent of pink children, hung for a time in the museum's main hall. There's a similar hyper-real intensity in "The Fragrance" (1894) from a private collection and "The Holy Trinity" (1892), borrowed from the Church of St Anne in Nafraiture.

Symbolism in Belgium also has a good selection of George Minne's sculptures, wasted figures in tortured poses that are impossible to look at now with out thinking of the Holocaust. Instead they are of more traditional subjects, from "Mother Crying over Her Dead Child" (1886) to "The Prodigal Son" (1896) and "Man With Wineskin" (1897).

Among the exhibition's revelations are the atmospheric night landscapes of William Degouve de Nuncques, gathered together from various collections. Haunting and surprising, the shapes in the blue shadows sometimes turn out to be houses, sometimes peacocks, sometimes angels swooping through the shrubbery. Also impressive is his "Pink House" (1892), which produces a frisson of recognition that leads you to think of René Magritte's "Empire of Light", with its house in darkness under a daylight sky.

Landscape is one of the areas where the museum's new ideas about Symbolism really pay off. As well as the more fantastic scenes that might be expected from these mythologically inclined artists, there are more traditional representations that are no less soaked in psychological unease. As well as those by Degouve de Nuncques, there are scenes from the Ardennes countryside by Khnopff and a gorgeously detailed "Moonlight" (1898) by Frédéric.

Another pleasing group brings together different views of "The Temptation of St Anthony". Rops' version from 1878 has a typically voluptuous temptress elbowing Christ off the cross in order to get the saint's attention, while for Khnopff in 1883 the saint and his temptation are two faces in the dark, simply a man confronting the infinite. Alongside are dark lithographs by Redon from 1888, which bring detail to the more gruesome aspects of the story.

For a stronger Flemish connection there is a collection of paintings and illustrations linked to Georges Rodenbach's 1892 novel Bruges-la-Morte, about a widower who moves to the gloomy city because it perfectly matches his feelings of melancholy and mourning. Mellery brings us dark church interiors and images of the beguinage, while Khnopff focuses on the water, spreading a sheen of pale light in front of the ancient stones.

Finally, in "Abandoned Town" (1904), Khnopff appears to preempt Paul Delvaux with a dream landscape in which a Flemish square blends with a distant sea, as if the waves have returned to claim Bruges.

A more realist take by Gustave De Smet gives us "Bruges Dead, Bruges Alive" (1904), which presents a transition between the dreaming Symbolist view of the town and a more grounded social realism. These 20th-century developments are taken up further towards the end of the exhibition, with Symbolist allegories involving labourers placed alongside images documenting the workers or celebrating their struggle.

Links are also made to Art Nouveau design, rural landscapists, such as Valerius de Saedeleer, Expressionists Léon Spilliaert and later artists inspired by the Flemish primitives, such as Jakob Smits and Gustave van de Woestijne.

Symbolism in Belgium
Until 27 June
Fine Arts Museum
Museumstraat 9, Brussels 
www.fine-arts-museum.be