All four men are from Dagestan, a republic in Russia's North Caucasus that is the centre of an Islamic insurgency.
Alautdin Dadayev and Ibragim Magomedov were found guilty of complicity in terrorism for sheltering the two suicide bombers as they prepared the explosives they later used to blow themselves up in a train station and on a crowded electric trolleybus, the spokesman for the federal Investigative Committee said.
Brothers Magomed and Tagir Batirov were convicted of transporting the suicide bombers to Volgograd in a heavy truck by hiding them inside a load of hay, investigative agency spokesman Vladimir Markin said in a statement.
They were each sentenced to five years and 10 months.
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A week after the suicide bombings of December 29 and 30, security forces surrounded a group of suspected militants who had holed up in Magomedov's home in the Dagestani town of Izberbash.
Four men inside refused to surrender and were killed, but Magomedov gave himself up and also implicated Dadayev, who was arrested two weeks later, the spokesman said.