“They are now crying most of the time in the lockup. We are trying to talk to them,” said Semporna district police chief Supt Sabarudin Rahmat.
He said the girls appeared to be regretting their action.
“We believe that their action was because the child did not stop crying,” he said.
The four suspects - three Filipinas and an Indonesian aged 16 to 19 - were looking after the child for their housemate, who is a 23-year-old single mother.
On Friday, the mother rushed the boy to the Semporna Hospital after she noticed that he was weak and had turned pale and not breathing properly.
The boy, who was found with bruises on several parts of his body, eventually died at about 6.45pm.
The mother, who separated from her husband over a year ago, lodged a report less than an hour later.
When contacted, Supt Sabarudin said the police had witnesses who saw the teenagers handling the child roughly.
However, he said the police would still need to talk to the suspects to establish the main cause for their behaviour that led to the death of the baby boy.
The suspects, he said, were not on drugs.
They would likely be charged over the death of the child next week once investigations had wrapped up, he added.
On Saturday, Supt Sabarudin said the suspects were arrested for murder.
The four teenagers had allegedly hit, kicked and tossed the child onto a mattress.
One of them was said to have stepped on the baby’s back.
Police have sent the body for a post-mortem.