Sue and Jeremy Riches, from Pattingham, had stopped at their son's house in Marlborough, Wiltshire, when they made the discovery.
The four Sudanese men have been arrested on suspicion of immigration offences, the Home Office said.
Three are minors who have been passed to social services, it added.The fourth has been transferred to an immigration removal centre while his case is dealt with.
Police were called by Mr and Mrs Riches to London Road in Marlborough.
They were bringing back furniture to the UK, having recently sold a house in France.
"We had just unloaded part of the trailer and I was looking to see what I should do next and suddenly two immigrants appeared which is a really horrible fright when it first happens," Mrs Riches said.
"Then there were two more in the back of the trailer hiding underneath bin liners.
"They looked absolutely exhausted and they were just standing with their heads down."
The couple said they had placed tamper-proof tape and fastenings on the trailer, and raised concerns with officials in Caen, France, that the seals may have been damaged.
The trailer was checked by security, Mr Riches said, but the couple were told there was "nothing there" and allowed to continue their journey.
The Home Office said all the cases will be dealt with according to immigration rules.