Sources at the National Court in Madrid say the suspects are all believed to be of Moroccan origin.
The sources say three were arrested in Alcala de Henares, the town outside Madrid where three of the four trains bombed on Thursday originated.
It was also in that town where police found a van with detonators and a cassette tape with verses from the Quran and a witness said he saw three men in ski masks carrying knapsacks toward the train station.
Sources say the fourth suspect was arrested in the north of Spain.
Meanwhile, five suspects detained earlier are scheduled to appear in court Thursday, one week after the explosions killed 201 morning commuters and injured more than 1,600 others.
The three Moroccans include Jamal Zougam, considered the main suspect. The two Indians also arrested last Saturday are also expected to appear in National Court Thursday.
Later in the day, National Court Judge Baltasar Garzon is to interrogate the alleged leader of a Spanish al Qaeda cell, Imad Eddin Barakat Yarkas, who jailed since November 2001 on suspicion of involvement in planning the Sept. 11, 2001, attacks in the United States.
Yarkas' lawyer requested the court meeting.
Reports of the new arrests in Spain Thursday came a few hours after word came that the Islamic militant group which claimed responsibility for last week's Madrid train bombings has warned that its next targets could be the United States, Japan, Italy, Britain or Australia.
That's according to the Arab newspaper Al-Quds al-Arabi, which says on its Web site that it has received a statement from "The Brigade of Abu Hafs al-Masri (al-Qaida)" in which the group reiterates its responsibility for the Madrid bombings and warns that new terror attacks are in the works.
"Our brigades are getting ready now for the coming strike," said the statement dated March 15. "Whose turn will it be next? Is it Japan, America, Italy, Britain, Saudi Arabia or Australia?"
The United States believes the Abu Hafs group lacks credibility and has only tenuous ties to al Qaeda, the terror network set up by Osama bin Laden. In the past, Abu Hafs has claimed responsibility for events to which it had no connection - including last summer's blackouts in North America and Britain.
The editor of Al-Quds al-Arabi, Abdel Bari Atwan, told The Associated Press the paper received the statement via e-mail Wednesday night. The paper has received other e-mails from this group. On the evening of the Madrid bombings, the paper released an e-mail from Abu Hafs al-Masri in which they made the first claim of responsibility.
"This statement is authentic," Atwan said, adding the group had previously claimed responsibility for last year's suicide attacks in Istanbul, Turkey, and on the U.N. headquarters in Iraq.
The same statement appeared on an Islamic Web site that has posted purported al Qaeda declarations in the past. The site carries a note disclaiming responsibility for the contents of statements.
Spanish authorities suspect an al Qaeda-linked cell carried out the bombings. Moroccan authorities have said the emerging evidence in the Madrid attacks points toward Ansar al-Islam, a guerrilla group blamed for terrorist strikes in Iraq, Jordan, Turkey and Morocco. Other groups believed to be involved in the bombings are Salafia Jihadia and Moroccan Islamic Combatant Group.
In its statement, Abu Hafs al-Masri said it was calling a truce in Spain to give the socialist government that was elected Sunday, three days after the train attacks, time to carry out its pledge to withdraw troops from Iraq.
The group appeared to boast it had the power to change governments.
"We change and destroy countries," the statement said. "We even influence the international economy, and this is God's blessing to us."
The statement tells American voters that Abu Hafs al-Masri supports the re-election campaign of President Bush: "We are very keen that Bush does not lose the upcoming elections."
The statement said Abu Hafs al-Masri needs what it called Bush's "idiocy and religious fanaticism" because they would "wake up" the Islamic world.
Parts of the statement were released Wednesday night by the editor of another London-based Arabic newspaper, Al Hayat. The editor read parts of the statement to The Associated Press in Cairo.