The four face prison terms of up to 72 years each if convicted of the charges that include "attempted terrorist killings" and "belonging to an armed organisation", at Madrid's National Court which handles terrorism cases.
ETA is blamed for more than 800 killings in its campaign of bombings and shootings to create an independent Basque homeland in northern Spain and southwestern France.
In October, 2011 it declared a "definitive end to armed activity". But it has refused to formally disband or disarm and police say about 20 members are still active.
"ETA decided to kill Aznar ... (and) ... Tried three times, but the missile launchers were defective," the charge sheet said.
Also Read
The chief defendant, Luis Ignacio Iruretagoyena Lanz known as "Suny", has been held in France for the past eight years where he was arrested in 2007.
He is alleged to have recruited the three others, Pedro Maria Olano Zabala, Gregorio Jimenez Morales and Juan Maria Mugica Dorronsoro.
The missile launchers were picked up in early 2001 in southwestern France, and then hidden in an abandoned building in the Basque Country.
Two of the accused were to hide the weapons near the town of Hernani, and then come back to collect them, but the plan was aborted.
Two other attempts were made on May 4 and 11, 2001, according to the charges, before they decided the missile launchers were defective.
Aznar, who served as conservative Popular Party prime minister between 1996 and 2004, was frequently an ETA target.
He survived an ETA car bombing in Madrid in 1995 when he was leader of the opposition. The car's armour plating protected him but one woman was killed and another 15 people were wounded.