Police spokesman Mickey Rosenfeld said a car in which they were travelling came under fire on a road between the settlement and the Palestinian village of Bani Naim, near the city of Hebron.
"Obviously it was a terrorist attack," he said.Rescue services said the victims were a man and woman around 40-years-old and another man and woman in their twenties. The military said one of the women was pregnant.
It was the first fatal attack on Israelis in the West Bank since June 14, when a policeman was killed and two others wounded, also in the Hebron area.
At the time of the shooting, Israeli Prime Minister Benjamin Netanyahu was on his way to Washington for a meeting with Palestinian President Mahmud Abbas to renew direct peace talks after a 20-month hiatus.
Published 01 September 2010, 02:21 IST