The four were discovered by immigration police as they checked workplaces in the downtown as part of a suppression campaign against migrants working illegally.
Police said they found the four providing massage in the Nok Yoong massage shop. The shop lacked a licence and none of the four had a work permit.
The four were identified as Thuang Thiyoong, 45, Lo Thi Huang, 42, Kwang Thi Dao, 40 and Le Thi Than, 42.
Thuang told police that she took care of the shop on behalf of a Thai owner, Buaphet Buachai, 75. Thuang said the four also doubled as prostitutes when patrons demanded it.