He said the woman had not provided information on the whereabouts of her husband, who was on the run from police.
The four bring the number of people arrested for the kidnapping of an Indian businessman earlier this month to nine.
Police had swooped on the Kliprivier house after an earlier operation led to the arrest of three South Africans in Fordsburg.
During the raid on the house, police recovered an assortment of firearms, including assault rifles, and handguns, and foreign military uniforms.
Police freed the businessman in a follow-up operation after they raided a house in Kensington. The businessman was kidnapped on July 2.
The businessman was unharmed, said Naidoo, although he had lost weight.
He said the four arrested on Sunday would appear in court later this week on charges of defeating the ends of justice.