A display substrate, a method of manufacturing the display substrate, a display panel, and a display device are provided. The display panel includes: an array substrate and an opposite substrate disposed opposite to each other; a liquid crystal layer between the array substrate and the opposite substrate; a first support component on a side of the array substrate facing the liquid crystal layer; and a second support component on a side of the opposite substrate facing the liquid crystal layer. An end portion of a side of the first support component facing away from the array substrate is contacted with an end portion of a side of the second support component facing away from the opposite substrate, and a contact surface has a concave-convex structure.