Quoting Rafael's Mommy ♥:" Okay so my sons father has never been in his life. My best friend was always a father figure to him, ... [snip!] ... why do the kids at his daycare have a daddy and he doesn't, etc. can someone help me? I don't know what to say he's 4 btw."
Do you know his father's address? If you are okay with it, you can help him write a letter to his father. That way, he can openly express his emotions and maybe his father can explain to him why he isnt in his life.
If not, you can just explain that some families have no dad in them, some with no mom, and some with just grandparents. Tell him that it isnt his fault that his daddy doesnt live there.
Just let him express himself and make sure you ask him if he has any questions. Just be open and honest with him about his dad.
You might be able to find a Big Brother type of program.