As Christian and Rohan have mentioned, if we had more information, we could help further. Also, it depends what level of investigation you are doing. Are you looking to establish a linkage map? I'll assume for now you only want to know which chromosome, as this is what you have mentioned...
You also mentioned that you have the gene sequence, so you could use FISH
I have no clue where the gene is. My goal is to find in which chromossome it is and then discover the gene's full composition. I've found it using PCR and sanger sequencing, but this will not give the location of the gene. I know it's there, I just need to find where.
Do you have at least some sequence from your gene? Is a whole genome published for your organism? Can you do PCR on it and sequence the the outcome to align it to the annotated genome?
As Christian and Rohan have mentioned, if we had more information, we could help further. Also, it depends what level of investigation you are doing. Are you looking to establish a linkage map? I'll assume for now you only want to know which chromosome, as this is what you have mentioned...
You also mentioned that you have the gene sequence, so you could use FISH
If you have a karyotype and the chromosomes of your organism can be separated by PFGE, you can use this technique in conjunction with Southern hybridisation to assign your gene to a particular chromosome. Alternatively (and additionally), if you have some genome sequence, you can design restriction digests that will allow you to derive more high resolution mapping information from further Southerns. As Rohan says, NGS would be overkill. Also, 4 kb isn't too big for FISH, as even if the initial probe is to the whole sequence, it can be fragmented prior to FISH.
Can you simply chop up the 4kb sequence to smaller fragments and then convert them to FISH probes? Or, why not just use a subset of the 4kb sequence for FISH (say 1kb)?