The incident occurred in Badabher, a suburb of Peshawar, the capital of Khyber-Pakhtunkhwa province.
The bullet-riddled bodies of the militia members were found in a house they had rented in the area, police official said.
The men belonged to the Khyber tribal region, where several militant groups are active.
Police officials said they suspected the tribesmen were killed because they were members of a 'lashkar' or anti-Taliban militia.
No group claimed responsibility for the killings. Several tribesmen supporting a government offensive against militant groups in Khyber Agency have been killed by rebels.
Islamabad: Four members of an anti-Taliban militia were shot dead by unidentified gunmen on the outskirts of Peshawar city in northwest Pakistan Wednesday, police said.
First Published: Wednesday, January 23, 2013, 18:05