Officials say the size of the gas blast means the chances of finding any survivors are slim.
They said the blast was so strong that a teenage boy working at the mine's surface lost an arm.
Rescue workers have been unable to make contact with the men because there are high levels of dangerous methane gas in the mine shaft.
As tearful family members gathered near the entrance of the mine, the authorities tried to extract the underground gas using machines.
Labour Secretary Javier Lozano confirmed that four bodies had been found and that "the outlook is very bad".
"The truth is that it does not allow us to hold out much hope," he said.
Mr Lozano said the teenager who lost his arm had apparently been employed at the site illegally, the Associated Press reports.
Jesus Montemayor, mayor of the nearby town of Sabinas, said the blast had been felt for miles around, Reuters reports.
President Felipe Calderon has called on Mexicans to "pray that they are still alive".
He said his government was helping the local authorities in their rescue efforts.
The small artisanal mine, close to the border with the US, had been operating for less than a month.
It was one of the many small mining operations which are vital to the local economy in poorer regions.
In 2006, more than 65 miners died in a similar accident in the same region in one of Mexico's worst mining disasters.
In a statement, the Mexican mine workers union criticised the "totally unsafe conditions" in the country's mines.
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