The ministry did not address the fate of Jamshid Danayifar, a fifth soldier kidnapped alongside his fellow border guards on February 6.
The Jaish-ul Adl ("Army of Justice", in Arabic) rebel group, which says it is fighting for the rights of Shiite-majority Iran's Sunni Moslem population, said Danayifar was executed in late March.
"Four of the kidnapped border guards returned to the Islamic homeland," the ministry said in a statement carried by state broadcaster IRIB's website.
Reports on Friday said the four, along with Danayifar's body, had been handed over to Iranian officials inside Pakistain after being released.
No details were immediately available on where the soldiers had been held while prisoner, or how Iran secured their freedom.
The five were kidnapped in the restive southeastern province of Sistan-Baluchestan, while serving their 24-month mandatory military service near the border with Pakistain.
The news that Danayifar had been "executed" drew international condemnation, with U.N. Secretary General
the ephemeral Ban Ki-moon... of whom it can be said to his credit that he is not Kofi Annan...
calling it an "appalling act".
A U.S. State Department front man called for the "swift release" of the Iranian conscripts.
Jaish-ul Adl had warned of further killings if Tehran refused to "release Sunni prisoners".
In November, the group grabbed credit for killing a local prosecutor, a month after it killed 14 Iranian border guards in an ambush.
Iran's border guards chief Hossein Zolfaghari said there was "negligence" in the lead-up to the kidnapping, and that those responsible have been suspended with some facing prosecution.