The Belgian foreign ministry said the four, from a local group in southern Belgium backing Palestinian rights, were detained on arrival at Ben Gurion airport late Saturday.
"We were informed by our embassy that four Belgians had had problems with the Israel security services and we take note of that," spokesman Patrick Herman said.
"We are sad that these people are not able to take part in the planned visit," the spokesman said.
"We know that the Israeli security services face a very sensitive situation and we can only take note of this decision," he added.
The four Belgians were among some 20 members of a group called the Ittre Citizens' Group for the respect of rights and protection of the Palestinian people, based in a town just south of Brussels, who were travelling to Israel.
The other members arrived in Israel on separate flights.