It appeared the four died of carbon monoxide poisoning, police said. The room had been sealed shut from the inside with tape.
Suicides in Japan hit a record high last year, exceeding 32,000.
Last week in two separate incidents, six people were discovered dead in deserted cars — also strewn with charcoal stoves. In October, seven people killed themselves in what police said was Japan's largest-ever mass suicide.
Japan has recently suffered a rash of suicides pacts, with many involving people who met over the Internet. According to the National Police Agency, 45 people committed suicide in groups after meeting online between January 2003 and June 2004.
Officials say suicide pacts have been made over the Internet since the late 1990s, and have been reported everywhere from Guam to the Netherlands.