Shawali Khan, Khi Ali Gul, Abdul Ghani and Mohammed Zahir were repatriated after a thorough review of their cases.
Eight Afghans are believed to be among the 132 detainees remaining at the US prison in Cuba.
President Barack Obama has pledged to close the facility, opened in 2002 to hold "enemy combatants" in what the US termed its war on terror.
"As a result of that review, which examined a number of factors, including security issues, these men were unanimously approved for transfer by the six departments and agencies comprising the task force," a Pentagon statement said on Saturday.
The four Afghans were flown to Afghanistan's capital Kabul aboard a US military plane and handed over to the local authorities, a US official was quoted as saying by Reuters news agency.
The Pentagon provided no further details, informs Report citing BBC.