I trained a deep learning model to classify the given images into three classes. Now I want to add one more class to my model. I tried to check out "Online learning", but it seems to train on new data for existing classes. Do I need to train my whole model again on all four classes or is there any way I can just train my model on new class?

You probably have used a softmax after 3 neuron dense layer at the end of the architecture to classify into 3 classes. Adding a class will lead to doing a softmax over 4 neuron dense layer so there will be no way to accommodate that extra neuron in your current graph with frozen weights, basically you're modifying the graph and hence you'll have to train the whole model from scratch

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one way would be loading the model and removing the last layer , changing it to 4 neurons and training the network again! This will basically train the weights of the last layer from scratch . I don't think there is anyway to keep these(weights of the last layer) weights intact while adding a new class .