The arrested tourists were two Canadian brothers, a Dutch woman and a British woman aged between 20 and 33, said Jalauddin Abdul Rahman, police commissioner in the eastern Malaysian state of Sabah.
The British woman was arrested by police at Tawau Airport on Tuesday as she was about to leave for the capital Kuala Lumpur, Bernama reported.
The other three turned themselves in on Tuesday evening.
A local magistrate's court said they would be held for four days while the "obscene act" that took place on the mountain was investigated.
The suspects could face up to three months in jail or a fine if convicted.
The indigenous people of Sabah believe the tourists' behavior on May 30, deemed disrespectful of local culture, angered the spirit of the mountain and was the reason for the earthquake, Bernama reported.
The tourists names were not released.
Jalaluddin said police were still looking for the other tourists who stripped on the mountain.
"According to the picture... you can see 5-10 people who are naked, but for now, we have detained four of them," he said.
"We will continue the investigation and look for who else is involved, and if they are still in Sabah, we will catch them."
Among those killed Friday were several students and at least one teacher from a primary school in Singapore who were on a trip to Mount Kinabalu when the magnitude-6.0 quake struck.
Many made it out alive -- including 167 climbers helped to safety by mountain guides, Malaysia's fire and rescue department said Sunday.
The UNESCO-listed Mount Kinabalu National Park
-- including the namesake peak, which rises to 4,095 meters (13,435 feet) above sea level -- is a geographic jewel in Malaysian Borneo.
It's so popular that visitors have to book two to three months in advance to secure one of 196 daily allocated hiking permits.
It's not the first time tourists have made headlines for failing to keep their clothes on at tourist attractions.
Cambodia deported two U.S. tourists for allegedly taking nude pictures at Angkor Archaeological Park after a string of nudity-related incidents
hit the religious sites early this year.
At least eight tourists were detained
in three separate incidents for getting naked and posing for photos in Machu Picchu, the 15th-century Inca citadel in Peru last year.