The joint operation involves searches in Brescia, Vicenza and Perugia, according to the Corriere della Sera newspaper. They are accused of condoning terrorism and inciting racial hatred, Italian police say.
The authorities found weapons and electronic equipment while searching a Kosovo residence.
“They were threatening the pope, celebrating the recent attacks in Paris and threatening the former USA ambassador to Kosovo”, said a police chief in the northern Italian city of Brescia, where the investigation was based.
The quartet had also allegedly posted an on-line message saying “Remember that there will not be another pope after this one, this is the last”.
Three of the men were arrested in a series of raids in northern Italy, while the Kosovo police detained the alleged leader in the Balkan country. Investigators have discovered the contacts and organizational chart of a suspected terrorist organization, which, through social networks propagated jihadist ideology.
More than 200 fighters from Kosovo have reportedly joined the ranks of Islamic State and Al Nusra in Syria and Iraq.
The operation was conducted in cooperation with Kosovo Police and took place in several cities in Italy. In November 2014, 40 people were arrested in Kosovo on suspicion of having fought for extremist groups in Syria.