The four were hit as they patrolled a glacier at an altitude of 18,000 feet (5,500 metres) on Sunday morning, Colonel S. D. Goswami said.
"Their bodies were retrieved today," Goswami told AFP.
Pathankot air base attack: Gunfight hours after ‘all gunmen neutralised’
The area serves as the base camp for the Siachen Glacier, dubbed the world's highest battlefield, in the Kashmir region between India and Pakistan.
Avalanches and landslides are common in the area during the winter.
Two killed, 16 stranded in Naran Valley avalanche
Last year four soldiers died when their vehicle was buried under an avalanche near Leh, the main city of the high-altitude desert area.
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