Burkhalter expressed "his gratitude to all who helped in setting four of the eight monitors of the OSCE Special Monitoring Mission free," his office said in a statement.
The comment came after a separatist leader announced that the four monitors, who were abducted on May 26th by pro-Russian rebels had been freed.
"They have been freed without conditions," said Alexandre Borodai, the "prime minister" of the self-proclaimed Republic of Donetsk, which has declared independence from the Kiev government after a disputed referendum.
They are a Dane, a Turk, a Swiss national and I believe an Estonian."
He said they had been held by a rebel chief in the neighbouring restive region of Lugansk.
The four observers appeared tired and tense at a Donetsk hotel and declined to speak to journalists.
While welcoming the release, and thanking all countries that contributed to securing it, Burkhalter stressed that four more Lugansk-based observers were still missing.
He demanded the "speedy and unconditional release" of them and the many others "held hostage in the east of Ukraine," according to the statement.
Rebel leaders for their part claim that they do not control the actions of all the militias in their region fighting against the Ukrainian forces sent to curb the insurgency.