The "glum and embarrassed" foursome had to be rescued after entering the complex, known as the Box mines, in Hawthorn, Wiltshire.
They had entered while playing smash hit smartphone game Pokemon Go, where users search real-life locations for digital creatures.
One member called for help when they "miraculously" found a phone signal.
The caves cover an area of about 72 sq miles (186 sq km) and were "very intricate with lots of windings and different junctions", Damien Bence, from Dorset and Wiltshire Fire and Rescue said.
He said the teenagers, aged about 16 and 17, had managed to find their way to an open-air part of the rock, called the Cathedral and call the fire service.
Mr Bence said: "The fire service doesn't have a statutory duty to enter underground systems, normally we would call on other experts such as mine rescue.
"But in this case there's lots of local experts and guides, and we used one of those. We managed to lower down water and radios so they could communicate with us.
"It's [Pokemon] beyond me. I don't quite understand it, it seems to be a bit of a phenomenon at the moment.
"They were looking for these Pokemon creatures and surprisingly they didn't find any, but it's obviously leading people into dangerous situations, such as this, and things are likely to escalate if people are going to follow the rules of this game."
He advised anyone thinking about going into the Box mines not to, unless they know exactly what they are doing and have a map and an experienced guide with them.
Pokemon Go, which has become a global phenomenon, was launched in the UK on Thursday.
A smartphone update of the Nintendo Game Boy classic, it encourages players to catch monsters via a combination of GPS and augmented reality.
Its popularity has prompted a series of safety warnings and reports of players finding themselves in dangerous situations.
A group of teenage boys who entered an underground cave network to search for Pokemon got stuck 100ft below ground.