It was part of a motorcade transporting the body of Saulos Chilima, who died in a plane crash last week. The vehicle plunged into a crowd in Ntcheu, a village in central Malawi.
The car, along with other military, police, and civilian vehicles, was headed to Nsipe, Chilima's home village, 180 kilometers (110 miles) south of the capital, Lilongwe, ahead of his burial on Monday -- which has been declared a public holiday.
"Due to the impact, the two female and two male pedestrians sustained severe head injuries and multiple fractures and died while receiving treatment," said a police statement.
Police spokesman Peter Kalaya told AFP that 12 more people had been injured.
Thousands of people had lined up in the streets to catch a glimpse of the vice president's coffin. An eyewitness told AFP that the vehicle plunged into the group as it attempted to maneuver away from the volatile crowd.
Felix Njawala, spokesman for Chilima's party, said there was some tension along the route as mourners demanded the procession stop so they could see the coffin.
"In Dedza, people blocked the road and demanded to see the coffin," he told AFP. "Only when the convoy stopped were people pacified, and the convoy was able to proceed," adding that in some instances people threw stones at the convoy.
While he acknowledged that party supporters had questions, he called on them to maintain peace. The party itself on Thursday demanded an investigation into the plane crash.
Chilima died on Monday with eight others when a military aircraft on an internal flight crashed into Malawi's Chikangawa Forest in dense fog. The wreckage of the plane was found on Tuesday.
His party, the United Transformation Movement (UTM), allied with President Lazarus Chakwera's Malawi Congress Party (MCP) in the 2020 presidential election, fielding a joint ticket. During a public viewing of the body at a stadium in Lilongwe on Sunday afternoon, Chakwera called for an independent inquiry into the accident.
"People want to know how the plane carrying the Vice President and the others went missing and crashed. I, too, want to know what happened," he said.
The plane, a Malawi Army Air Wing Dornier 228-202K, disappeared after it failed to land in the northern city of Mzuzu due to bad weather and was told to return to the capital.