Three of the victims, including a guide, died when a wall of snow bore down on a group of cross-country skiers in the canton of Valais, critically wounding another, public broadcaster RTS reported.
A fourth, a 34-year-old Swiss man, was killed as he skied off-piste in the same canton, Valais police told the ATS news agency.
The deaths came two days after mountain rescue workers in the canton cautioned that there was an especially high risk of snowslides.
Police said several avalanches had been set off by off-piste skiers and urged caution, warning that the risk of more snowslides remained high.
Four people were swept up in a flood of snow in Verbier, but escaped without injury, RTS said.
The latest deaths bring to at least 11 the number of people killed by avalanches in Switzerland so far this winter.