Let D be a finite set of integers. The distance graph G(D) has the set of integers as vertices and two vertices at distance d∈D are adjacent in G(D). A conjecture of Xuding Zhu states that if the chromatic number of G(D) achieves its maximum value |D|+1 then the graph has a clique of order |D|. We prove that the chromatic number of a distance graph with D={a,b,c,d} is five if and only if either D={1,2,3,4k} or D={a,b,a+b,a+2b} with a≡0(mod2) and b≡1(mod2). This confirms Zhu's conjecture for |D|=4.
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