The suspects, all males between 16 and 20 years old, were ordered held in jail while police investigate the allegations, police spokesman Joern Bro said.
He said at a news conference that the network had planned to carry out the suicide attack in Europe.
“It seems the plan was going into a closing phase,” said Bro, declining to provide further details.
The suspects, who were not further identified, faced a judge in a closed-door hearing late Thursday in Glostrup, a suburb of Copenhagen.
Police said they raided the suspects’ homes in the Copenhagen area, seizing computers, computer discs, books with radical Muslim literature and cellular phones. Some 25 people in all were briefly detained but only the four were arrested.
Danish media quoted Bro as saying that the arrests in Copenhagen were linked to an investigation in the Balkans in which arrests were made this month and large quantities of explosives were found.
He did not specify where the Balkan investigation took place but Bosnian police said last week they arrested three people in Sarajevo on suspicion of undertaking terrorist activities.
Police said they found explosives, firearms and other military equipment in connection with those arrests on Oct. 19 and 20.
Responding to increased terrorism concerns, police stepped up patrols at Danish train stations following the July attacks on the London transit system. Like Britain, Denmark is part of the U.S.-led coalition in Iraq and has about 500 troops stationed there.
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