“The rescue operation is ongoing but is difficult due to strong currents.”
The four who had swum to safety were two men and two women who were then arrested, according to the Apple Daily newspaper in nearby Hong Kong.
Some local media reports said there were 19 people on the boat, including three crew.
China’s state news agency Xinhua also reported there had been 19 on board and said 15 were missing.
The waters of casino-rich Macau are busy with craft plying the route to Hong Kong, which is an hour away by high-speed ferry.