Members of two taxi associations arrived at the Palm Springs Mall and opened fire on one another with handguns and rifles, Lt-Col Lungelo Dlamini said.
Three firearms were seized.
ER24 spokeswoman Luyanda Majija said the four men, including a security guard, were already dead when paramedics arrived on the scene.
Another man sustained critical injuries and was taken to Sebokeng Hospital.
Three other security guards sustained moderate injuries from an alleged assault and were taken to the Mediclinic Emfuleni.