Two of them resembled the sketches of two suspects issued earlier by police, Alok Sinha, a senior home ministry official in Uttar Pradesh state, told reporters on Saturday.
The other two, also picked up in the state on Friday night, were their acquaintances, he said.
Local residents alerted police after spotting the men in Hardoi, a town in Uttar Pradesh state nearly 335km southeast of New Delhi, Sinha said.
All of the four are from neighbouring Bihar state, he said.
On Friday, a senior police official said a Kashmiri militant killed by officers in northern India hours after Tuesday's bombings was suspected of masterminding the attack on a temple and train station in Varanasi, a city famed for its shrines on the banks of the Ganges River.
The dead man - identified only as Salim - ran the operations of Lashkar-e-Tayyaba, a Kashmiri militant group, in the state of Uttar Pradesh, where Varanasi is located, said Yashpal Singh, the state's top officer.
A previously unknown Kashmiri group took credit for the bombings. But Singh said there were "strong indications" the attack was the work of Lashkar, the best-known militant group fighting to wrest predominantly Muslim Kashmir from largely Hindu India.
"The type of explosives used, the way the blasts were timed together, the place of the blasts - these are all hallmarks of Lashkar," Singh said.
The group has been blamed for a number of attacks outside Kashmir, including bombings on 29 October at New Delhi markets and on a bus that killed 60 people just days before a major Hindu festival.
Police have offered a 100,000 rupee ($2250) reward for information leading to the arrest of those responsible for Tuesday's attack.
The sketches were drawn from the statements of witnesses who said they saw men planting a bomb at a market that failed to detonate and was later defused by police.
More than 80% of India's billion people are Hindu and relations between them and Muslims, the country's largest religious minority, have been largely peaceful since the partition of the subcontinent at independence from Britain in 1947, when more than 1 million people were killed.
But there have been sporadic bouts of savage violence, often sparked by attacks on temples or mosques.