Sub-Neptune-sized exoplanets are the most common class discovered by transit surveys, yet their detailed exploration has just begun. Their demographics have inspired models of planetary formation and evolution, though the sample is naturally biased toward the predominance of M-dwarf systems, which provide more favourable observing conditions. We aim to validate the planetary nature of four candidates identified by the Transiting Exoplanet Survey Satellite (TESS) orbiting K-dwarf stars: TOI-2133.01, TOI-5734.01, TOI-5938.01, and TOI-7009.01. We used photometric, spectroscopic, and high-resolution imaging data from the TESS Follow-up Observing Programme with well-established and cutting-edge tools for validating the planetary nature of the candidates. We validate all four candidates and determine their system parameters. TOI-2133 b and TOI-5734 b lie near the upper edge of the radius valley, while TOI-5938 b and TOI-7009 b are at the boundary of the Neptune desert, making them rare additions to the known sub-Neptune population. The planets are suitable for precise mass measurements and atmospheric characterization with current facilities, making them benchmark targets for testing formation and evolution models around K-dwarf hosts, a population less accessible than the typical M-dwarf systems.