There were no immediate indications that the incident was linked to terrorism. On Monday a truck ploughed into a Christmas market in Germany, killing 12 in an attack claimed by the Islamic State group.
The incident occurred at 3 pm in Changping, a rural area in northern Beijing, according to a statement on the verified social media account of local police.
"People inside the market were struck, causing four deaths and different degrees of injury to many people," it said.
The driver had been arrested and the injured taken to hospital, police said, adding they were investigating the cause of the crash.
In October 2013 three people crashed their car into crowds in Tiananmen Square, the symbolic heart of the Chinese state, killing themselves and two visitors.
Chinese authorities linked the incident to the country's mainly Muslim ethnic group the Uighurs.
