The bodies of the three men from western France, aged between 29 and 38, were retrieved by rescue services this morning, the local government office in the resort of Cauterets said.
Another skier died in the resort of Gavarnie in the Pyrenees on Tuesday.
The mountain range between France and Spain has seen heavy snowfalls this year, as have the more popular Alps, leading to tempting but treacherous off-piste conditions where most accidents happen, local authorities warned.