Family members of the victims accompanied the bodies.
Defence Attache Brigadier R D Mehta, Counsellor Venkateswara Rao, two ITBP personnel Ajai Pathania and Roop Singh were among 41 killed when a suicide bomber rammed an explosive laden vehicle into the Indian embassy premises.
Rao's body was flung over the roof by the impact of the explosion that blew off the embassy's gates and outer structure and damaged buildings inside the compound.
Afghan Interior ministry spokesman Abdul H Ashiq said the bomb was placed in a Toyota Corolla car driven by the suicide bomber who blew himself up in front of the embassy
gate.
Prime Minister Manmohan Singh, who is in Japan to attend the G-8 summit, condemned the attack and said he was horrified to know of the death of Indians in the attack.
The Prime Minister offered his "deep condolences" to the next of kin of the victims and those who have suffered grievous injuries.
"India is with the families of those bereaved today. We will do all that we can to help them bear their loss and grief. This is our pledge," Singh said.
It is the first major attack on an Indian mission abroad and the deadliest suicide bombing in Kabul since the Taliban were ousted by US-led NATO forces in late 2001.