The four were detained on Tuesday morning, accused of being part of an "organised group helping migrants in an irregular situation enter French territory" at a gendarmerie in the French Alps town of Briançon.
The gendarmes maintain that undocumented people could have crossed the border during the march, which took place on 22 April, the day after a group of right-wing campaigners formed a cordon across the col d'Echelle, claiming they were taking the action to stop migrants crossing the border.
Three other activists who took part in the 22 April march have already been charged and will go to trial on 8 November.
Aged between 23 and 26 and are of Belgian-Swiss, Italian and Swiss nationality, they have been dubbed the "Briançon Three" by their supporters, who staged a demonstration outside the gendarmerie on Tuesday.
They claim that their comrades are being accused of the "crime of solidarity".
On 6 July France's highest court, the Constitutional Council, ruled that people who helped migrants for no financial gain once they were inside French territory could not be prosecuted on the principle that they were upholding the French republican value of fraternity.
But the impunity does not apply to helping people enter the country.
And the interior ministry subsequently issued a statement saying that "the legal exemption for aid provided with a humanitarian aim must not be extended to aid provided for the purposes of activism or so as to obstruct the law and the action of the state".
The activists accuse the government of wishing to "criminalise solidarity".
“The French police want to push back third-country nationals who are trying to cross the border between Italy and France and to pursue French people and even European citizens who help them to cross the Alps,” says Marie-Laure Basilien-Gainche, law professor at l’Université Jean Moulin Lyon 3.
“There is no exemption from criminal investigation for people who help third-country nationals in illegal situations to enter the French territory. In these cases, there is a maximum sentence of five years in prison and a fine of 30,000 euros.”
The ministry's statement “is lowering the importance of the exemption from criminal investigation when there is help to third-country nationals in an irregular situation,” she told RFI.