British Coal officials at Parkside colliery in Newton-le- Willows, Merseyside, were trying to persuade them to return to the surface.
The four, from the Yorkshire branch of Women Against Pit Closures, were thought to have posed as school teachers in a 14- strong delegation visiting the colliery. They refused to return to the surface shortly after 4.30pm.
A British Coal spokesman said: 'These four have stayed down. The officials who were escorting them have asked them to come to the surface. It is a wait- and-see situation. We are not forcibly ejecting them. One assumes they are set on staying overnight.' They were in no danger, he said.
Parkside, which employed about 400 people and was Merseyside's last pit, ceased production last October. It was kept on full care and maintenance during the pit closure review programme, but last month the Government announced that it would shut.
The BC spokesman said: 'Parkside is one of the 10 pits which have ceased production but where the fabric of the mine is being maintained, pending a final decision on its future. A decision will not be made until the consultative process with the unions has been completed.'
Sylvia Pye, national chairwoman of Women Against Pit Closures, who is based at Parkside, said the action had taken her by surprise.