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Alloy nanoparticles exhibit higher catalytic activity than monometallic nanoparticles, and their stable structures are of importance to their applications. We employ the simulated annealing algorithm to systematically explore the stable structure and segregation behavior of tetrahexahedral Pt-Pd-Cu-Au quaternary alloy nanoparticles. Three alloy nanoparticles consisting of 443 atoms, 1417 atoms, and 3285 atoms are considered and compared. The preferred positions of atoms in the nanoparticles are analyzed. The simulation results reveal that Cu and Au atoms tend to occupy the surface, Pt atoms preferentially occupy the middle layers, and Pd atoms tend to segregate to the inner layers. Furthermore, Au atoms present stronger surface segregation than Cu ones. This study provides a fundamental understanding on the structural features and segregation phenomena of multi-metallic nanoparticles.