Modern condensed matter physics relies on the concept of topology to classify matter, from quantum Hall systems to topological insulators. Engineered systems, benefiting from synthetic dimensions, can potentially give access to topological states predicted in dimensions D > 3. We report the realization of an atomic quantum Hall system evolving in four dimensions (4D), with two spatial dimensions and two synthetic ones encoded in the large spin of dysprosium atoms. We measure the nontrivial topological index of the ground band through a full characterization of the nonlinear electromagnetic response and observe the associated anisotropic hyperedge modes. We also excite nonplanar cyclotron motion, in contrast to the planar orbits in D <= 3. Our work may enable the investigation of strongly correlated topological liquids in 4D, generalizing fractional quantum Hall states.