Hundreds of Indians, mostly from the western states of Punjab and Gujarat, attempt to cross the US-Canada border each year, braving harsh weather conditions in search of a better life and job opportunities in the West.
Police in Gujarat said they identified the four, belonging to a single family, after law enforcement agencies on the border provided photographs of passports and other belongings.
"We are now trying to nab the human traffickers who managed to send this family and others abroad via illegal channels," said police official AK Jhala in the state capital of Gandhinagar.
The six detained by police were running a travel and tourism company in the state, he added.
US authorities have charged a US man with human trafficking after the four - a man, woman, baby and teenager - were found dead in the Canadian province of Manitoba, a few yards north of the frontier with Minnesota.
They were among four families from the same village who had travelled to the border this month.
Officials said they got separated from the group of 18 people and were probably caught in a blizzard, resulting in a tragedy described as "mind-blowing" by Canadian Prime Minister Justin Trudeau.
The situation came to light only when the group was intercepted by authorities and one of them was found to be carrying a backpack with baby supplies, although there was no infant among them.
"The nexus of human trafficking runs deep, often involving local politicians too," said Jhala, adding that people even sell their land and homes to fund efforts to get to the United States or Canada.
A foreign ministry official in the Indian capital of New Delhi said authorities were coordinating with border officials in the United States and Canada to investigate the illegal immigration case.