Due to Janet–Cartan’s theorem, any analytic Riemannian manifolds can be locally isometrically embedded into a sufficiently high dimensional Euclidean space. However, for an individual Riemannian manifold (M, g), it is in general hard to determine the least dimensional Euclidean space into which (M, g) can be locally isometrically embedded, even in the case where (M, g) is homogeneous. In this paper, when the space (M, g) is locally isometric to a three-dimensional Lie group equipped with a left-invariant Riemannian metric, we classify all such spaces that can be locally isometrically embedded into the four-dimensional Euclidean space. Two types of algebraic equations, the Gauss equation and the derived Gauss equation, play an essential role in this classification.