We answer a question asked by Hajdu and Tengely: The only arithmetic progression in coprime integers of the form (a, b, c, d) is (1, 1, 1, 1). For the proof, we first reduce the problem to that of determining the sets of rational points on three specific hyperelliptic curves of genus 4. A 2-cover descent computation shows that there are no rational points on two of these curves. We find generat...