Police said the four included workers at the fuel station located in Mihang’o area – and a night guard.
Nairobi Police Chief Benson Kibui said the four were hacked to death by the 10-man gang which stole an unknown amount of cash.
Kibui says they have launched a manhunt for the thugs, said to be known criminals in the area.
A police officer who was among a team dispatched to the scene after the attack said three other people were wounded in the incident.
“We are gathering vital evidence and information that can help us get the attackers. We hope to find them because some of them are known thugs in this area,” the officer said.
Police headquarters said security will be intensified across the country, particularly during the festive season when crime levels usually soar.