"Four men are in custody and we are interrogating them because they are suspected of helping instigate the events at the US consulate," Wanis Sharif told Reuters. He gave no more details.
US ambassador to Libya Christopher Stevens and three other Americans died after the gunmen attacked the US consulate and a safe house refuge in the eastern city of Benghazi on Tuesday night. The attackers were part of a mob blaming America for a film they said insulted the Prophet Mohammad.
Demonstrators attacked the US embassies in Yemen and Egypt on Thursday in protests against the film, and American warships were moved closer to Libya.
US President Barack Obama has vowed to bring to justice those responsible for the Benghazi attack, which US officials said may have been planned in advance. Secretary of State Hillary Clinton said Washington had nothing to do with the video, which she called "disgusting and reprehensible."
Also Thursday some 50 protesters demonstrated against the film outside the US embassy in Tel Aviv.
The protesters flew flags of the Islamic Movement in Israel outside the embassy. Demonstrators said they came from across the country to express their anger at the YouTube clip, which they said disrespected the prophet.
There was a small police presence at the embassy but no clashes or disturbances took place.
Hundreds of Yemeni demonstrators broke through the main gate of the heavily fortified compound in eastern Sanaa, shouting "We sacrifice ourselves for you, Messenger of God". Earlier they smashed windows of security offices outside the embassy and burned cars.
"We can see a fire inside the compound and security forces are firing in the air. The demonstrators are fleeing and then charging back," one witness told Reuters. A security source said at least 15 people were wounded, some by bullets. An embassy spokesman said its personnel were reported to be safe.
In Egypt, protesters hurled stones at a police cordon around the US embassy in central Cairo after climbing into the embassy and tearing down the American flag. The state news agency said 13 people were injured in violence which erupted on Wednesday night after protests on Tuesday.
Saudi Arabia on Thursday condemned the film Muslims and denounced the violent anti-American protests in some Middle East countries.
"Saudi Arabia has expressed... its condolences to the United States of America for the victims of violent actions in Libya that targeted the American consulate in Benghazi," state news agency SPA reported citing a senior official.
The kingdom also denounced what it called an "irresponsible" group which produced the film deemed insulting to the Prophet Mohammad and condemned "the violent reactions that occurred in a number of countries against American interests."
A day earlier, Islamist gunmen staged a military-style assault on the US consulate and a safe house refuge in Benghazi, eastern Libya. The US ambassador Christopher Stevens and three other Americans died in the assault, carried out with guns, mortars and grenades. Eight Libyans were injured.
US President Barack Obama vowed to "bring to justice" the Islamist gunmen responsible and the US military moved two navy destroyers towards the Libyan coast, in what a U.S. official said was a move to give the administration flexibility for any future action against Libyan targets.
The military also dispatched a Marine Corps anti-terrorist security team to boost security in Libya, whose leader Moammar Gaddafi was ousted in a US-backed uprising last year.
The attack, which US officials said may have been planned in advance, came on the 11th anniversary of al-Qaida's attacks on the United States on Sept. 11, 2001.

US-made film perceived as anti-Islam enrages Muslim world

The attackers were part of a mob blaming America for a film they said insulted the Prophet Mohammad. Clips of the "Innocence of Muslims," had been circulating on the Internet for weeks before the protests erupted.
They show an amateurish production portraying the Prophet Mohammad as a womanizer, a homosexual and a child abuser. For many Muslims, any depiction of the Prophet is blasphemous and caricatures or other characterizations have in the past provoked protests all over the Muslim world.
An actress in the California production said the video as it appeared bore no resemblance to the original filming. She had not been aware it was about the Prophet Mohammad.
Among the assailants, Libyans identified units of a heavily armed local Islamist group, Ansar al-Sharia, which sympathizes with al-Qaida and derides Libya's US-backed bid for democracy.
US officials said some reporting from the region suggested members of al-Qaida's north-Africa based affiliate may have been involved.
Yemen, a key US ally, is home to al-Qaida in the Arabian Peninsula (AQAP), viewed by Washington as the most dangerous branch of the militant network established by Osama bin Laden.
Obama said he had ordered an increase in security at US diplomatic posts around the globe. Protests also erupted this week outside US missions in Tunisia, Sudan and Morocco.
The attacks could alter US attitudes towards the wave of revolutions across the Arab world that toppled secularist authoritarian leaders in Egypt, Libya and Tunisia and brought Islamists to power.
The violence also could have an impact on the closely contested US presidential race ahead of the Nov. 6 election.
Republican Mitt Romney, Obama's challenger, criticized the president's response to the crisis. He said the timing of a statement from the US embassy in Cairo denouncing "efforts by misguided individuals to hurt the religious feelings of Muslims" made Obama look weak as protesters were attacking US missions.
Romney said it was "disgraceful" to be seen to be apologizing for American values of free speech. Obama's campaign accused Romney of trying to score political points at a time of national tragedy. Obama said Romney had a tendency "to shoot first and aim later."

Ambassador to Libya first US diplomat killed since 1979

Stevens, a 52-year-old California-born diplomat who spent a career operating in perilous places, became the first American ambassador killed in an attack since Adolph Dubs, the US envoy to Afghanistan, died in a 1979 kidnapping attempt.
A Libyan doctor pronounced him dead of smoke inhalation. US information technology specialist Sean Smith and two other Americans who have not yet been identified also were killed when a squad of US troops sent by helicopter from Tripoli to rescue the diplomats from the safe house came under mortar attack.
"It was supposed to be a secret place and we were surprised the armed groups knew about it," Captain Fathi al-Obeidi, commander of a Libyan special operations unit ordered to meet the Americans, said of the safe house.
Witnesses said the crowd at the consulate included tribesmen, militia and other gunmen. Libyan leader Mohammed Magarief apologized to the United States over the attack.
Many Muslim states focused their condemnation on the film and will be concerned about preventing a repeat of the fallout seen after publication in a Danish newspaper of cartoons of the Prophet Mohammad. This touched off riots in the Middle East, Africa and Asia in 2006 in which at least 50 people died.
Afghan President Hamid Karzai called the making of the movie a "devilish act" but said he was certain those involved in its production were a very small minority.
The US embassy in Kabul appealed to Afghan leaders for help in "maintaining calm" and Afghanistan shut down the YouTube site so Afghans would not be able to see the film.
General Martin Dempsey, the chairman of the US military's Joint Chiefs of Staff, took the unusual step of telephoning a radical Florida Christian pastor, Terry Jones, and asking him to withdraw his support for the film. Earlier provocative acts by Jones, like publicly burning a Koran, had sparked Muslim unrest.
US Secretary of State Hillary Clinton said the attack was the work of a "small and savage group."
Meanwhile, Egypt's president on Thursday said he supported peaceful protests, but that it was wrong to attack people or embassies, speaking in a televised address after demonstrators angry at the same film scaled the US embassy walls.
"Expressing opinion, freedom to protest and announcing positions is guaranteed but without assaulting private or public property, diplomatic missions or embassies," President Mohamed Morsy said in a televised statement.