In this fourth part of the series presenting the Optical Gravitational Lensing Experiment (OGLE) microlensing studies of the dark matter halo compact objects (MACHOs), we describe results of the OGLE-III monitoring of the Small Magellanic Cloud (SMC). Three sound candidates for microlensing events were found and yielded the optical depth τSMC-OIII= 1.30 ± 1.01 × 10−7, consistent with the expected contribution from Galactic disc and SMC self-lensing. We report that event OGLE-SMC-03 is most likely a thick-disc lens candidate, the first of such type found towards the SMC. In this paper we also combined all OGLE Large Magellanic Cloud and SMC microlensing results in order to refine the conclusions on MACHOs. All but one of the OGLE events are most likely caused by the lensing by known populations of stars; therefore, we concluded that there is no need for introducing any special dark matter compact objects in order to explain the observed event rates. Potential black hole event indicates that similar lenses can contribute only about 2 per cent to the total mass of the halo, which is still in agreement with the expected number of such objects.