The climbers -- three men and three women -- were descending near Church Door Buttress on Bidean Nam Bian when the wall of snow gave way, The (Scotland) Herald reported. One man jumped clear and a woman was found with a serious head injury, the newspaper said.
Rescuers were first alerted to the incident by two other climbers who were not part of the group who came upon the avalanche scene. The male survivor from the climbing party also phoned authorities soon..
Scottish First Minister Alex Salmond called it "an appalling tragedy."
"To lose four people from a party of six is truly devastating," Salmond said.
"The Scottish government will provide any support that we can and I would like to thank the police and mountain rescue team for their efforts in these difficult circumstances."
Three climbers died in an avalanche in Scotland's Glencoe highlands in 2008.