The symphony is scored for 3 flutes (one doubling piccolo), 3 oboes, 3 clarinets, 3 bassoons (one doubling contrabassoon), 4 horns in F, 3 trumpets in C, 3 trombones, tuba, 2 sets of timpani, and strings.
The symphony's four movements are played without breaks, this is called attacca subito (literally "attack quickly; suddenly"). The first movement begins with a fierce tutti pitting D minor against its flat seventh, C, in an almost antiphonal manner. After the tutti, the clarinets introduce in A major the lyrical theme that will culminate the work. The second movement, for woodwind in G major, is more an intermezzo than the expected adagio. This function is fulfilled by the third movement, which opens with a cantilena from unison violins, then builds to a climax before concluding with a single oboe playing over trills in the upper strings. The clashes of the first movement reappear in the final movement, in which two sets of timpani duel from either side of the orchestra. This passage unusually calls on the two timpanists to change the pitch of the timpani while playing. At the very end E major emerges as the key to conclude the work.
The most recorded of Nielsen's symphonies, No. 4 presents some unique problems to the interpreter. In the revised version of his analysis, Robert Simpson devotes nearly a page to "features that can lead the exhibitionist conductor astray", mostly relating to matters of tempo.