The bodies of the three men – aged 32, 36, and 57 – were found on Saturday night on a closed piste near the Lech ski resort, the newspaper Merkursaid.
A search for the unaccounted 28-year-old man had to be stopped due to heavy snow.
Record snowfall has been reported in the Alps for over a week. On the German side, an avalanche cut off the municipality of Balderschwang, stranding some 2,000 residents and tourists.
Bavarian police said Sunday that the Riedberg mountain pass had been closed after an avalanche warning. Power lines were not damaged, the paper said, adding the trapped people had enough supplies.