The four have been accused of stealing diamonds, weighing 889 carats, from a stall at the International Jewellery Show held at suburban Goregaon on Monday.
"Three officials from the Mumbai crime branch had left for the United Arab Emirates on Wednesday night and brought the four accused to Mumbai this morning," a senior police official said.
They are likely to be produced before a local court later in the day, he said.
The accused have been identified as Guerrero Lugo Elivia Grissel (24), a woman, Campos Molan Elias (39), Gonzalez Maldonado Mauricio (24) and Gutierez Orlando (30). The first three are Mexicans while the fourth hails from Venezuela.
According to police, the accused had done two recces of the exhibition hall before finally carrying out the theft at the stall belonging to Hong Kong based diamond company, Dalumi Group.
Each of them had paid Rs 3600 as entrance charges for the three-day exhibition. On the last day of the show, the accused slipped away with a box containing 300 pieces of diamonds, worth Rs 6.6 crore.
The four managed to leave the country. However, they were detained at the Dubai airport on Tuesday after the city police issued lookout notices for them.
The accused had arrived in India on August 18. While three of them were staying in a hotel in South Mumbai, the Venezuela national Orlando was put up at the JW Marriot hotel in suburban Juhu, the police said.
