The ceremony comes more than a week after tens of thousands of mourners said farewell to 21 victims of a separate mosque bombing in the Sunni-majority kingdom.
Both attacks were claimed by the Islamic State group, which considers Shiites to be heretics.
Residents of the Gulf-coast city of Dammam said they expected another massive crowd for Wednesday's joint funeral of Mohammed al-Arbash, Abdul Jalil al-Arbash, Mohammed Eisa and Abdul Hadi al-Hashim.
They died last Friday when an attacker wearing women's clothes blew himself up at the entrance to Al-Anoud mosque in Dammam.
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"Because of that, they are heroes," one resident told AFP.
The bomber "detonated the explosive belt he was wearing at the mosque entrance as security officials were on their way to inspect him", an interior ministry spokesman said.
Photographs of the scene showed pieces of flesh which the blast had hurled across a parking lot.
With community volunteers already inspecting people coming to mosques, the resident said the community was doing all it could to keep worshippers safe.
"It's something hard to prevent. Just pray to God."
The funeral will take place in Saihat municipality, next to Dammam.
The mosque blasts were the first attacks in Saudi Arabia to be claimed by the Islamic State jihadist group.
IS controls swathes of neighbouring Iraq and Syria, and has claimed widespread abuses including the beheading of foreign hostages.
Saudi authorities spoke of an attempt to provoke sectarian strife, after gunmen allegedly linked to IS killed seven Shiites in the Eastern Province town of Al-Dalwa in November.