The victims were eating at the Montana steakhouse when a group of men walked up to them and opened fire without saying a word, the El Paso (Texas) Times reported Wednesday.
Eight bullet casings were found at the scene, Chihuahua state police said.
Prosecutors said the four victims were carrying identification with the names Jorge Alberto Navarro Garcia, Roberto Puerta Garcia, Luciano Rodriguez Almeida and Adolfo Alejandro Moriel.
Formal identification of the victims is pending.
Celebrity Breakups and divorces of 2014 [PHOTOS]