The men, aged 19, 20, 21 and 33, were all arrested in the Derry area this morning under Section 41 of the Terrorism Act.
They have been taken to the Serious Crime Suite at Musgrave Police Station where they will be interviewed later.
Detective Superintendent Jason Murphy said: “These arrests are the culmination of a detailed two-year investigation into Lyra’s murder and the events which preceded it.
“The local community have supported the Police Service of Northern Ireland throughout the course of this protracted investigation.
“I wish to thank them for their continued support and patience whilst this phase of the investigation is ongoing.”Paul McIntyre is currently charged with the murder of Lyra McKee and also rioting on the same evening at Creggan’s Fanad Drive.
The New IRA later claimed repsonsibility for the murder of Ms McKee as observed rioting at Fanad Drive.