Hundreds of detectives worked through the night, carrying out searches at six addresses, Acting Deputy Commissioner Mark Rowley said.
The dead are PC Keith Palmer, Aysha Frade who worked at a London college, a man in his 50s and the attacker.
Seven of the injured are still in hospital in a critical condition.
A further 29 had been treated in hospital, Mr Rowley added.
He then ran towards Parliament where he stabbed PC Palmer who was unarmed. Armed police then shot dead the attacker in the grounds.