Bonatti and Langevin constructed an Anosov flow on a closed 3-manifold with a transverse torus intersecting all orbits except one [C. Bonatti, R. Langevin, Un exemple de flot d'Anosov transitif transverse à un tore et non conjugué à une suspension, Ergodic Theory Dynam. Systems 14 (4) (1994), 633-643]. We shall prove that these flows cannot be constructed on closed 4-manifolds. More precisely, there are no Anosov flows on closed 4-manifolds with a closed, incompressible, transverse submanifold intersecting all orbits except finitely many closed ones. The proof relies on the analysis of the trace of the weak invariant foliations of the flow on the transverse submanifold.