Fort Wayne police spokesman John Chambers says a witness called police Monday evening after seeing a man and woman strap the kids to the car in a liquor store parking lot, then drive away.
Chambers says a U.S. marshal stopped the car.
The Journal Gazette reports that the children, aged 4, 5, 6, and 7, weren't injured.
Police say the man was arrested on a preliminary drunken driving charge and may face other charges.
The woman was questioned by police, who called the Department of Child Services.
Police didn't identify the man or woman.