Another woman was injured in the accident at the mine in Patharkheda area, they said.
"The incident occurred when the women were digging Satpura mine number 2, which was abandoned by the WCL, about 50 km from the district headquarters," said Superintendent of Police D R Taniwar.
Sub-Divisional Magistrate S K Bhandari said the bodies were pulled out from under the debris and the rescue operation was over.
The deceased have been identified as Nitu Chorse (41), Meena Bhorse (40), Nani Bai Padhekar (30) and Payal Deshmukh (11).
All the victims hailed from Tatta Colony, near the mishap site, he added.
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