The ministry had previously received information from Pakistan that three Swedes were under arrest.
The group of four includes a woman and small child, arrested on suspicion of having ties with Al-Qaeda, Pakistani officials said on Monday.
Mehdi Ghezali -- a Swedish citizen who was arrested in Afghanistan after the 2001 US-led invasion and spent two years in Guantanamo Bay -- was among the 12 foreigners arrested last month in Pakistan, a security official said.
The group's members were detained at Dera Ghazi Khan, on the border between Pakistan's central Punjab and North West Frontier Province, where government troops have fought against encroaching Taliban militants.
"Authorities at the Punjab-NWFP border on August 28, arrested a group of 12 foreigners including Swedish, Turkish and Russian nationals," the official said. The group entered Pakistan from Iran, he added.
"The suspects are being questioned about their links with Al-Qaeda," the official said on condition of anonymity.
A Swedish woman with a two-and-half-year-old boy were among those arrested, who said they were Muslim preachers going to teach in South Waziristan, a known hub of Taliban and Al-Qaeda militants in Pakistan's tribal belt.
"Police seized CDs, currency, maps, literature and other material from their possession," he said. A laptop and $10,000 were also seized from one of the suspects, the official said.
The suspects were taken to Islamabad for further investigation, the official said.
Asked whether Ghezali and other foreigners held at Dera Ghazi Khan had links with Al-Qaeda, Foreign Minister Shah Mehmood Qureshi was quoted as saying by state news agency APP that they were "all under investigation."
Dera Ghazi Khan district's police chief told AFP the foreigners had valid travel documents, but were arrested because they had entered a prohibited zone where Pakistani nuclear facilities are located.
"There were three Swedes, seven Turkish and one Russian in the group," Rizwan Akhtar said. An Iranian man was also among those detained, police said.