Mid and West Wales fire service said crews were called at 1320 GMT on Wednesday to an address at Tycroes, near Ammanford, in Carmarthenshire.
The four were taken to hospital in Carmarthen for treatment. Their conditions were said to be stable and not life threatening.
A spokesperson for the service said a carbon monoxide alarm had sounded.
Firefighters had ventilated the property and isolated the gas supply.