According to Wiki it's true (unofficially).
Brussels (Belgium) is considered to be the de facto capital of the European Union, having a long history of hosting the institutions of the European Union within its European Quarter. 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.