Three of the suspects were detained in Berlin and another was detained in the Netherlands, all four longstanding members of Hamas with close links to the leadership of Hamas' military branch,
German prosecutors said in a statement.
A Hamas official denied those held were connected to the group.
Three people arrested in Denmark would be charged under the terrorism clause of the criminal code and put in front of a judge for preliminary questioning, police said. It was not clear if there was a link between the arrests in Denmark and those in Germany and the Netherlands.
Dutch national Nazih R was arrested by police in Rotterdam, while Lebanon-born Abdelhamid Al A and Ibrahim El-R, as well as Egyptian national Mohamed B, were arrested in the German capital, German prosecutors said.
Abdelhamid Al A had been assigned by Hamas leaders in Lebanon with finding sources for weapons, prosecutors said. The weapons were due to be taken to Berlin and kept ready for potential terrorist attacks against Jewish institutions, prosecutors said.
"Following the terrible attacks by Hamas on the Israeli population, attacks on Jews in Jewish institutions have also increased in our country in recent weeks," German Justice Minister Marco Buschmann said in a statement on the detentions.
"We must therefore do everything we can to ensure that Jews in our country do not have to fear for their safety again."