Those arrested have been identified as Dalim Sheikh, Motiur Rehman, Habibur and Gyasuddin, official sources said.
The four allegedly played a crucial role in carrying out the blast, the sources said.
The NIA had earlier arrested Shahnoor Alam, key suspect in the case and alleged financial brain of terror group Jamaat-ul-Mujahideen Bangladesh, from Assam's Nalbari district.
Two suspected terrorists of Jamaat-ul-Mujahideen Bangladesh were killed in the blast at Khagragarh in West Bengal's Burdwan town on October 2, 2014.