The four - identified as Nawab, Ruzi Khan, Mohd. Rahim and Mir Hamza - were detained and being questioned, the sources said.
On Tuesday, two people were arrested for the Sep 5 killing of Banerjee, 49, who was dragged out of her home and shot dead by suspected Taliban gunmen in Sharan city of Paktika.
The Indian government said Tuesday that Banerjee's killing was due to "family related issues", as per initial findings by the local Afghan authorities.
Her family in Kolkata said they suspected foul play in the death and have demanded a probe.
Banerjee had defied her family to marry Afghan businessman Jaanbaz Khan. In 1998, she wrote the bestselling memoir "Kabuliwalar Bangali Bou" (A Kabuliwala's Bengali Wife), offering a vivid description of the suffering of women under the Taliban.
In a related development, a demonstration was held in front of the Kabul University Wednesday afternoon condemning Banerjee's killing. Over 100 participants, most of them women, gathered for the demonstration and denounced the killing as "inhuman" and demanded respect for women.
Earlier, Banerjee's killing was being attributed to suspected Taliban militants. But the Taliban has denied any hand.
--IANS (Posted on 12-09-2013)