Police said the arrested included the 42-year-old man, his two sons, aged 12 and 16 years, and his lover, a 38-year-old woman.
The girl was allegedly murdered by administering a poisonous substance on August 20 on the verandah of a building at Kozhikode and her body placed on the railway tracks at Vellayi.
Police later found the decapitated body and registered a case of recovery of an unidentified body of a minor girl.
Police suspect that the girl could have been murdered as she objected to her father's relationship with the woman.
The four, including the woman, were arrested last night in Malappuram district during the probe into the case of missing persons, police said.