According to French media quoting judicial sources, a policewoman who is a convert to Islam, and her boyfriend are among those detained.
The four are all associates of Amédy Coulibaly, who shot dead a policewoman just outside Paris on 8 January and the following day killed four people in a Paris Kosher supermarket and held around 20 hostage.
The policewoman detained today was suspended from duties at the beginning of February. She is suspected of helping her boyfriend, who was a close friend of Coulibaly and had a criminal record.
According to the judicial sources, mobile phone records suggest that the man was not far from Coulibaly just before the attacks took place.
Four people are already under investigation over the attacks, for allegedly helping Coulibaly obtain weapons or vehicles.
Coulibaly’s girlfriend Hayat Boumeddiene has still not been located and is thought to be in Syria.
Coulibaly told French television station BFMTV in a phone call during the hostage crisis, that his attacks were part of a co ordinated operation with the Kouachi brothers who killed 12 people in the offices of satirical magazine Charle Hebdo on 6 January.