The four are reporters and include an independent journalist named Anna Therese Day. The other three are members of her camera crew, according to a statement issued by Day's family.
The US State Department said it was aware of reports that Americans had been arrested in Bahrain but declined further comment, citing privacy concerns.
A police statement published by the official Bahrain News Agency did not initially specify the identities or nationalities of those arrested, or who they work for. But a later update said the four were American and included a woman.
They were arrested in the Shiite town of Sitra on Sunday during clashes between security forces and protesters, the statement said.
"One of them was masked and taking part with a group of saboteurs in Sitra in acts of rioting and sabotage and attacks on security officials.
"The other three were arrested at a security checkpoint in the same area."
The four entered Bahrain between February 11 and 12 and "provided false information to concerned authorities", claiming to be tourists, police said.
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However, "some of those arrested had carried out journalistic activities without permission from concerned authorities, in addition to carrying out illegal acts".
A spokesperson for Day's family said the four were committed journalists and denied they had done anything wrong. The spokesperson confirmed they were arrested Sunday, and called for their immediate release.
"The allegation that they were in any way involved in illegal behaviour or anything other than journalistic activities is impossible," the spokesperson said in a statement.
Day is an award-winning journalist who has reported extensively from the Middle East, North Africa and elsewhere, and her work has been featured in news outlets including the New York Times and CNN, the statement added.
The four were arrested while working in Bahrain, it added without giving details.
Bahrain said the case of the four detainees has been referred to the public prosecution.
Home to the US Fifth Fleet, Bahrain was rocked by an Arab Spring-inspired uprising demanding reforms and a constitutional monarchy on February 14, 2011.
Authorities crushed the protest movement one month later. But demonstrators still take to the streets and clash with police in Shiite towns surrounding Manama.