Police alleged that the four suspects had plans to attack Prime Minister Narendra Modi and 21 other leaders.
The arrested men -- identified as M. Khareem, Asif Sultan Mohammed and Abbas Ali (all of Madurai) and Dawood Sulaiman from Chennai-- also allegedly issued threats to several embassies in India, police said.
Temple town Madurai is around 420 km from here.
According to police, Sulaiman, who works in an IT company here, was picked up based on the information given by the three men picked up from Madurai.