The suspects, two men and two women, were detained in a counter-terrorism operation in Tashkent, according to police.
The order for the New Year's Day attack on the Reina nightclub came from a senior Russian Syria-based IS extremist named Islam Atabiyev, codenamed Abu Jihad, Turkish authorities say.
Kazakhstan participated in the 'Friendship 2017' international counter-terrorism exercises in Pakistan that ended this week.
The suspects appeared in a video using the Kazakh language, threatening law enforcement and government personnel.
In one recent operation, the country's intelligence service arrested 10 people who were spreading 'Islamic State' propaganda via online social networks.
The Ministry of Religious Affairs and Civil Society is scanning the internet, including social media, and bookstores for banned content.
The group has lost 95% of the cross-border 'caliphate' it declared in Iraq and Syria in 2014.
The trial has begun for 46 suspects accused of being involved in the deadly attack.
Senior al-Qaeda leaders' apparent ability to function under Iranian protection supports claims that Tehran and bin Laden had a working relationship.
One study of convicted extremists in Central Asia, concluded this year, found gender-specific motivations among men and women.