An AFP correspondent at the scene said police cordoned off an area inside the station shortly after the incident and herded throngs of people outside.
The two knife victims have been transferred to hospital while the suspect has been arrested and taken for treatment.
Dutch authorities said they were in close contact with their German counterparts who raided the suspect's home Saturday at an unknown location in Germany. A while later, he saw another man lying on the ground nearby, he said.
Police quickly arrived at the scene, ordering one of the men in English to "stay down" after he had been shot, Snelders added.
"The first thing that comes up in your mind is that it's a terror attack".More news: Massive fire tears through Brazil's 200-year old National Museum
More news: Roger Federer overpowers Nick Kyrgios to reach second week of US Open
More news: Cardiff City vs Arsenal, Premier League 2018-19
Two platforms were closed to train traffic, but the station was not evacuated.
Centraal Station is a busy entry and exit point for visitors to the Dutch capital, with regular trains linking it to the city's Schiphol Airport.
The National Coordinator for Counter-terrorism and Security Policy said the national threat level in the Netherlands was unchanged at "substantial", or one notch below the highest level.
A statement issued late Friday by Amsterdam's city council said the Americans did not appear to have been victims of a targeted attack.
Prime Minister Mark Rutte did not mention the incident at his weekly press conference.
In this image made from video, Dutch police officers stand near the scene of a stabbing attack near the central daily station in Amsterdam, the Netherlands, Friday Aug. 31, 2018.