FBI Supervisory Special Agent MacDonald Rominger said Monday that autopsies are scheduled this week for the two men and two women.
Rominger says one man died Thursday night at a home in Kayenta.
Authorities had responded the next day to a report of a body found at Black Mesa when they got a call about a double homicide in a rural area of Inscription House.
Rominger says authorities don't believe the deaths are connected. The FBI is investigating along with tribal authorities.
No arrests have been made, and the identities of the victims haven't been released.