This volume constitutes the refereed proceedings of the 4th International Conference on Optimization and Learning, OLA 2021, held in Catania, Italy, in  June 2021. Due to the COVID-19 pandemic the conference was held online. The 27 full papers were carefully reviewed and selected from 62 submissions. The papers presented in the volume are organized in topical sections on ​synergies between optimization and learning; learning for optimization; machine learning and deep learning; transportation and logistics; optimization; applications of learning and optimization methods.