Three were marched bent double into a Moscow court while the fourth was in a wheelchair. All were charged with committing an act of terrorism.
The Islamic State group, or IS, said it carried out Friday's outrage at Crocus City Hall, and posted video evidence.
Russian officials have claimed, without evidence, Ukrainian involvement. Kyiv says the claim is "absurd".
The four were named by Russian authorities as Dalerdzhon Mirzoyev, Saidakrami Murodali Rachabalizoda, Shamsidin Fariduni and Muhammadsobir Fayzov.
Video showed three of them being marched by masked police into Basmanny district court in the Russian capital.
All appear to have been beaten - videos of brutal interrogation sessions were apparently leaked by Russian security forces, and reports suggest at least one had suffered electric shocks.
The men the court identified as Mirzoyev and Rachabalizoda had black eyes and the latter's ear was heavily bandaged - reportedly from it being partially severed during his arrest.
Mirzoyev also appeared to have a torn plastic bag wrapped around his neck.
The face of the man identified as Fariduni was badly swollen, while the man named as Fayzov appeared to lose consciousness as he was brought into court in a wheelchair wearing a thin hospital gown.
He appeared to have an eye missing, according to the Reuters news agency.
All were held in a glass-panelled booth and guarded by masked police during their time in court.
A court statement on the Telegram messaging service said Mirzoyev had "admitted his guilt in full", while Rachabalizoda also "admitted guilt".
The men were identified as citizens of Tajikistan, Russia's state news agency Tass said.
All four are to be held in pre-trial detention until at least 22 May, the court added.
Four gunmen on Friday night stormed the Crocus City Hall in Krasnogorsk, a northern Moscow suburb, and began firing on some of the estimated 6,000 people who were attending a rock concert. The attackers also set fires which engulfed the venue and caused the roof to collapse.
Russian authorities said 137 people were killed and more than 100 injured.
The men who appeared in court on Sunday were arrested in the Bryansk region around 14 hours after the attack, Russia's Federal Security Service (FSB) said. Bryansk is around 400km (250 miles) south-west of Moscow.
IS had already claimed the attack, stating that it was carried out by a branch known as the Islamic State in Khorasan, or IS-K.
It later released graphic footage of the attackers firing on the crowd inside the concert hall. The video has been verified as genuine by the BBC.
However no Russian official has acknowledged the claim, instead suggesting - without evidence - that the attackers were being helped by Ukraine and Kyiv had "prepared a window" to allow them to cross the border and escape into Ukrainian territory.
Ukraine's President Volodymyr Zelensky on Sunday rejected the claims, and his military intelligence directorate said it was "absurd" to suggest the men were trying to cross a heavily mined border, teeming with hundreds of thousands of Russian soldiers, to reach safety.
Adrienne Watson, the US national security council spokeswoman, said that IS bore "sole responsibility for this attack. There was no Ukrainian involvement whatsoever".
Seven other people have been arrested in Russia suspected of aiding the attack.