Gunmen stormed the convoy, killing one guard and a driver in the attack. Three British nationals and a Colombian were kidnapped by the attackers, London's Telegraph newspaper reports.
The men worked for Dutch-Nigerian venture Netco Dietsmann. The convoy was traveling along its daily route to a power plant near Port Harcourt, the capital city of Rivers State in the Niger Delta.
Netco Dietsmann officials said they were exploring "all available channels" to secure the safe return of their workers.
The four are the first kidnap victims since three Indian workers were nabbed in August.
Nigeria and international oil companies expressed optimism following an October cease-fire agreement from the Movement for the Emancipation of the Niger Delta, the main militant group.
Gunmen last week, however, launched an attack on a crude oil pipeline in the Delta region, forcing Chevron to cut production by 20,000 barrels per day. MEND claimed responsibility for that attack, saying it was "reviewing" its decision to abandon militancy.
Renewed violence in Nigeria is complicated by lingering health concerns for the Nigerian president and security issues stemming from a failed Christmas Day bombing of a U.S. passenger jet blamed on a Nigerian national.