The ministry said the message contained no word on the fishermen's condition, or any other details.
The capture of the four fisherman has raised speculation in the South that they could be used by North Korea to exert pressure on its neighbour amid badly strained relations on the Korean peninsula.
The two Koreas technically remain at war because the 1950-53 Korean War ended with a truce and the two sides have never signed a peace treaty.
"In similar cases in the past, the North returned fishermen after four to five days of investigation," Yang Moo-jin, a professor at Seoul's University of North Korean Studies, told the Associated Press.
"But considering the current tension between the two sides, it is possible for the North to hold them much longer, citing its investigation."