Earlier, the embassy had identified all the dead as Filipinos, but later corrected the news release.
"Following this mornings initial condolence message ... it was learned that the dead were one Philippine citizen, two from India and one from Nepal. All were employed by a US government contractor," the embassy said.
The rocket attack took place Wednesday after several days of mortar attacks against the Green Zone, a walled city district that serves as the seat of the Iraqi government as well as the US and British embassies.
The Asians died on the same day that a US military spokesman warned that insurgent gunners were trying "to score a spectacular hit or obtain a headline grabbing direct hit" on a Green Zone target.
Both Sunni and Shiite armed groups periodically launch attacks against the area, although US Rear Admiral Mark Fox denied the latest attacks were part of a concerted effort by anti-American forces.
"It's more than potshots, but not a campaign," he said.

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