The move followed Moscow's refusal to hand over the former KGB agent accused of murdering Alexander Litvinenko in London last year.
Suspect Andrei Lugovoi, who denies involvement, claimed the charges against him had a "political subtext".
But Prime Minister Gordon Brown said Britain would make "no apologies" for expelling the four Russians.
Mr Brown said that because "there is no forthcoming co-operation, then action has to be taken".
The Foreign Office has not named the four Russian diplomats, but the BBC understands they are intelligence officers.
'Absolutely clear'
The BBC's James Rodgers in Moscow said the expulsions would not go unanswered and that the two countries were "facing off" in way not seen since the end of the Cold War.
Moscow has warned that what it describes as "Russophobia" in British politics would damage British-Russian relations, he said. A statement from Moscow is expected later.
Mr Litvinenko, another former KGB agent, died of exposure to radioactive polonium-210 in London in November 2006.
The radioactive isotope used to poison him was found in several places that Mr Lugovoi had visited in London.
But Mr Lugovoi told Russian television that the outcome of the inquiry had been predetermined.
He said: "The British authorities have in effect emphasised yet again that the Litvinenko case actually has a political subtext.
"In all the eight months that this row has been developing in earnest, I have not received a single official invitation from the official British authorities, and all those statements that the investigation was carried out competently are lies."
Action 'necessary'
On a visit to Berlin on Monday, Mr Brown said: "When a murder takes place, when a number of innocent civilians were put at risk as a result of that murder, and when an independent prosecuting authority makes it absolutely clear what is in the interests of justice, and there is no forthcoming co-operation, then action has to be taken."
The prime minister added that he wanted a "good relationship" with Russia.
Russia's Foreign Ministry chief spokesman Mikhail Kamynin said: "London's position is immoral.
"Such provocative actions masterminded by the British authorities will not be left without an answer and cannot but entail the most serious consequences for Russian-British relations."
Russian President Vladimir Putin's spokesman Dmitri Peskov said: "We don't want to be provoked into a ping-pong game, although of course the Russian side will provide a necessary response."
Mr Litvinenko's widow Marina said she was "very grateful" for the British government's actions and "proud to be a UK citizen".
Right to refuse
Under the European Convention on Extradition 1957, the Russians have the right to refuse the extradition of a citizen.
The UK has the right to request Mr Lugovoi be tried in Russia, but the UK's director of public prosecutions, Sir Ken Macdonald, has already turned down the offer.
The Conservative MP Sir Malcolm Rifkind was foreign secretary the last time Russian diplomats were expelled.
He told BBC Radio 4's Today programme that it had always been unlikely that President Putin, himself a former KGB agent, would have allowed Mr Lugovoi's extradition.
"But you know it's important that the Russians, if they do choose to behave in this way... realise that there is a price and that price is the embarrassment, the inconvenience the difficulties caused by the expulsion of their diplomats," he said.
"Of course it will not produce the result we would ideally like, but it's important that the very, very deeply unsatisfactory nature of this event is well demonstrated."
The UK's director of public prosecutions has recommended Mr Lugovoi be tried for murder by "deliberate poisoning".