The incident is believed to be connected to a car key burglary in the local area.
Traffic officers from the Road Crime team spotted a Vauxhall Corsa on Hales Road at around 2.30pm and identified that the car was potentially stolen during a burglary in the early hours of Tuesday morning (November 4).
All four people from the car, aged between 15 and 18, were arrested on suspicion of burglary and were brought into custody for questioning.
Dudley Police said: “Reducing vehicle crime and identifying those committing crime in the local area is a priority for us here in Dudley and we urge anyone with information to contact us on 101.”