Three of the suspects were held at the demonstration on Saturday, while the fourth was arrested when he went to a second protest against their arrests.
The Metropolitan Police said a 34-year-old man from Kent, a 58-year-old man from west London and a 36-year-old woman from South Yorkshire were all arrested on suspicion of inviting support for a proscribed organisation.
They were held during the pro-Palestine protest on the Victoria Embankment in central London on Saturday.
The fourth suspect, a 49-year-old from south London, was arrested on suspicion of the same offence when he was spotted protesting against the arrests outside a west London police station on Sunday.
All four have been released on bail until late March, and their homes have been searched.
Commander Dominic Murphy, head of the Met Counter Terrorism Command, said: “The vast majority of people attending protests are doing so peacefully.
“There are consequences for those who are not and where officers see people supporting proscribed organisations we will take action, as we did this weekend.”
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