The suspects were all male and aged between 33 and 57, Deputy Inspector-General of Police Noor Rashid Ibrahim told a press conference.
In addition to the four, three North Koreans were being sought to assist with enquiries, he said.
Police on Saturday arrested a 46-year-old North Korean man called Ri Jong Chol, who was identified at the press conference as an IT worker living in Kuala Lumpur.
Officers had already detained a woman carrying a Vietnamese passport as well as an Indonesian woman and a Malaysian man over the killing.
Kim Jong-Nam died Monday after an unidentified liquid was sprayed in his face at Kuala Lumpur International Airport, an attack which Seoul says was carried out by female agents on Pyongyang's orders.
The North has demanded his body be returned but Malaysia has refused the request and said it must remain in the country until identified through a DNA sample from a family member.
No family member has yet come forward, police said Sunday.
