Sheriff's officials said no one was inside the Hancock Park home during the time of the burglary at about 1 p.m. Friday.
Authorities said sheriff's detectives were in the area on an unrelated criminal investigation when they saw the burglary in progress and made the arrests.
The four people were being questioned. Their identities have not been released and they have yet to be charged.
Pacquiao's lawyer said nothing was taken from the house.
The Associated Press contributed to this report.