The hijacking was first reported by Ecoterra International, which monitors regional maritime activity.
Ecoterra said the S/V Quest was seized 240 nautical miles (275 miles) off the coast of Oman.
Owners Scott and Jean Adam, along with Phylis Macay and Bob Riggle, were aboard the boat.
The Adams were traveling with a group called Blue Water Rally, a sailing group that travels together through a dangerous section of the Indian Ocean.
According to the group, the Adams broke off from the group just days before their yacht was hijacked.
The Adams were traveling the world, delivering Bibles to schools and churches. They started their world tour in 2004.
They are experienced boaters belonging to the Del Rey Yacht Club in Marina Del Rey.
Fellow boaters say the couple knew about the danger from pirates in the area, but was determined to make the journey rather than shipping their boat.