They were all buried in Awka, the state capital on Wednesday.
Some gunmen had on Sunday murdered them at Isulo, Orumba North Local Government Area of the state.
Ahmed Jubril, the husband of deceased had earlier said he would transport their remains to Adamawa State as he did not want to bury them in Anambra.
“I have lost everything in this world, my wife and four children, all gone just like that. This is the worst thing any person would experience in life.
“Fatima, who was the eldest, was 9 years old followed by her sister Aisha, who was 7; then Hadiza, 5 years and Zaituna, 2 years old.
“She (my wife) visited my sister who was staying in another part of Anambra, and that was something she always did every week before she was killed. I was at work that day and it was when I was returning that my brother who already knew told me what happened. It was at the hospital I saw them,” Jubril told BBC News Pidgin, stating that all the four children were in school before their demise.
Jubril, who hails from Ganye local government area of Adamawa State, said no government official or police officer had visited him even though the incident occurred over 48 hours earlier.
“Nobody has come to meet me, nothing like the government or police. It is only my work that is helping me at the moment.”
Ahmed said his immediate plan was to transport the remains of his family to Adamawa state as he did not want to bury them in Anambra.
“I am looking for money to transport their remains to Adamawa state, where I want to bury them,” he had said.