It happened on Friday in the Valais region near the village of Fieschertal.
The group set off on Friday morning from their mountain hut, and headed to the Gruenhornluecke pass in the Bernese Alps.
Police say that the victims were German skiers, and were recovered on Saturday afternoon, after severe weather conditions meant the search had to be delayed by a day.
Their bodies were found buried underneath the snow at an altitude of more than 3,000m (9,842ft).
The victims have not yet been formally identified, according to police.
German media reports said that the alarm was raised by their hotel, when they failed to check in at their next destination.