Five young men attacked the upmarket cafe on July 1, an assault claimed by Islamic State. Three of the attackers were from affluent Dhaka homes who had broken off contact with their families months earlier.
Police believe that Jamaat-ul-Mujahideen Bangladesh, a banned group that has pledged allegiance to Islamic State, played a significant role in organizing the group.
The four women were arrested in an overnight raid in the capital, based on information from a regional militant leader who was detained last month, said Rapid Action Battalion spokesman Mizanur Rahman Bhuiya.
"Three of them are students of a private university and the other one is working as an intern in the Dhaka Medical College and Hospital," he told Reuters, adding that 'jihadi' books, audio and video clips of extremist lectures were seized.
More than a dozen suspected JMB militants, including seven women, have been arrested since the cafe attack.
On July 26, police killed nine militants believed to be plotting a similar assault.
Al Qaeda and Islamic State have made competing claims for a series of killings of liberals and members of religious minorities in the country over the past year.
The government has dismissed the claims and pinned the blame on domestic militant groups.
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