The children-- one from 10th standard and three classmates from 11th standard are students of KV Kattaribagh here, police said.
The students, children of Naval personnel hailing from West Bengal, Uttar Pradesh and Punjab, are missing since Tuesday, they said.
Cases in this regard were registered at Harbour and Thoppumpady police stations yesterday, they said.
Police sources said the students were suspected to be in Thiruvananthapuram and information had been passed on to police, bus-stand and railway station at the state capital.