Three of the women were staying in Quang An Ward while the other in Tu Lien Ward, also in Tay Ho District.
Local media added that some Vietnamese women had also been harassed by these individuals.
The incidents took place near the West Lake from late January to February.
Police are collecting statements from the victims and eyewitnesses, as well as examining CCTV footage in the area where the incidents took place.
They are also searching for potential suspects and have warned the foreign community in the area of such a situation.
Quang An Ward police have advised local residents and foreigners in the neighborhood to avoid going outside alone or going to secluded locations.
Those who have any information related to the incidents or suspects may contact the local police station via phone number 02437184128.
Deputy Prime Minister Truong Hoa Binh has requested the Hanoi People’s Committee and relevant agencies to promptly verify the reports and impose stern penalties upon those responsible.