Exhibit 99.4

02BM Using a b l a c k i n k pen, mark your votes with an X as shown in this example.Please do not write outside the designated areas. 03PNBB ++ P r o p o s a l s — T h e B o a r d o f D i r e c t o r s r e c o m m e n d a v o t e F O R P r o p o s a l s 1 a n d 2 . A 1. MERGER AND SHARE ISSUANCE PROPOSAL – A proposal to adoptand approve the Agreement and Plan of Merger, dated as ofJuly 27, 2022, by and between The First Bancshares, Inc. andHeritage Southeast Bancorporation, Inc., which provides for themerger of Heritage Southeast Bancorporation, Inc. with and intoThe First Bancshares, Inc., with The First Bancshares, Inc. as thesurviving corporation, and the transactions contemplated bythe Agreement and Plan of Merger, including the issuance ofshares of common stock of The First Bancshares, Inc. toshareholders of Heritage Southeast Bancorporation, Inc. inconnection with the merger. 2. ADJOURNMENT PROPOSAL – A proposal to adjourn the specialmeeting of The First Bancshares, Inc., if necessary orappropriate, to solicit additional proxies in favor of the Mergerand Share Issuance Proposal. F o r A g a i n s t A b s t a i n Please sign exactly as name(s) appears hereon. Joint owners should each sign. When signing as attorney, executor, administrator, corporate officer, trustee, guardian, or custodian, please give full title.Signature 1 — Please keep signature within the box.Signature 2 — Please keep signature within the box.Date (mm/dd/yyyy) — Please print date below. A u t h o r i z e d S i g n a t u r e s — T h i s s e c t i o n m u s t b e c o m p l e t e d f o r y o u r v o t e t o c o u n t . P l e a s e d a t e a n d s i g n b e l o w . B q I F V O T I N G B Y M A I L , S I G N , D E T A C H A N D R E T U R N T H E B O T T O M P O R T I O N I N T H E E N C L O S E D E N V E L O P E . q 2 0 2 2 S p e c i a l M e e t i n g P r o x y C a r d F o r A g a i n s t A b s t a i n 000004 MR A SAMPLEDESIGNATION (IF ANY)ADD 1ADD 2ADD 3ADD 4ADD 5ADD 6ENDORSEMENT_LINE______________ SACKPACK_____________1234 5678 9012 345 MMMMMMMMM MMMMMMMMMMMMMMM 554951MR A SAMPLE (THIS AREA IS SET UP TO ACCOMMODATE140 CHARACTERS) MR A SAMPLE AND MR A SAMPLE ANDMR A SAMPLE AND MR A SAMPLE AND MR A SAMPLE ANDMR A SAMPLE AND MR A SAMPLE AND MR A SAMPLE AND C 1234567890 JNTC123456789 MMMMMMMMMMMMM MMMMMMM 000000000.000000 ext000000000.000000 ext000000000.000000 ext000000000.000000 ext000000000.000000 ext000000000.000000 extIf no electronic voting, delete QR code and control #∆≈ O n l i n e Go to w w w . i n v e s t o r v o t e . c o m / F B M S or scanthe QR code — login details are located inthe shaded bar below. S a v e p a p e r , t i m e a n d m o n e y ! S i g n u p f o r e l e c t r o n i c d e l i v e r y a t w w w . i n v e s t o r v o t e . c o m / F B M S P h o n e Call toll free 1-800-652-VOTE (8683) withinthe USA, US territories and CanadaYou may vote online or by phone instead of mailing this card. V o t e s s u b m i t t e d e l e c t r o n i c a l l y m u s t b e r e c e i v e d b y 1 0 : 5 9 p . m . , C e n t r a l T i m e , o n D e c e m b e r 2 8 , 2 0 2 2 . Y o u r v o t e m a t t e r s – h e r e ’ s h o w t o v o t e !

S m a l l s t e p s m a k e a n i m p a c t . Help the environment by consenting to receive electronic delivery, sign up at www.investorvote.com/FBMS N o t i c e o f 2 0 2 2 S p e c i a l M e e t i n g o f S h a r e h o l d e r s P r o x y S o l i c i t e d b y B o a r d o f D i r e c t o r s f o r S p e c i a l M e e t i n g — D e c e m b e r 2 9 , 2 0 2 2 M. Ray (Hoppy) Cole, Jr., with the power of substitution, is hereby authorized to represent and vote the shares of the undersigned, with all the powers whichthe undersigned would possess if personally present, at the Special Meeting of Shareholders of The First Bancshares, Inc. to be held on December 29, 2022or at any postponement or adjournment thereof. S h a r e s r e p r e s e n t e d b y t h i s p r o x y w i l l b e v o t e d a s d i r e c t e d b y t h e u n d e r s i g n e d s h a r e h o l d e r o n t h e r e v e r s e s i d e o f t h i s p r o x y c a r d . I f n o s u c h d i r e c t i o n s a r e i n d i c a t e d , t h e p r o x y n a m e d a b o v e w i l l h a v e a u t h o r i t y t o v o t e F O R i t e m s 1 a n d 2 . I n h i s d i s c r e t i o n , t h e p r o x y n a m e d a b o v e i s a u t h o r i z e d t o v o t e u p o n s u c h o t h e r b u s i n e s s a s m a y p r o p e r l y c o m e b e f o r e t h e m e e t i n g . (Items to be voted appear on reverse side) P r o x y — T h e F i r s t B a n c s h a r e s , I n c . q I F V O T I N G B Y M A I L , S I G N , D E T A C H A N D R E T U R N T H E B O T T O M P O R T I O N I N T H E E N C L O S E D E N V E L O P E . q C h a n g e o f A d d r e s s —Please print new address below. C o m m e n t s — Please print your comments below. N o n - V o t i n g I t e m s C ++ I m p o r t a n t n o t i c e r e g a r d i n g t h e I n t e r n e t a v a i l a b i l i t y o f p r o x y m a t e r i a l s f o r t h e S p e c i a l M e e t i n g o f S h a r e h o l d e r s . T h e m a t e r i a l i s a v a i l a b l e a t : w w w . i n v e s t o r v o t e . c o m / F B M S 2 0 2 2 S p e c i a l M e e t i n g A d m i s s i o n T i c k e t 2 0 2 2 S p e c i a l M e e t i n g o f T h e F i r s t B a n c s h a r e s , I n c . S h a r e h o l d e r s D e c e m b e r 2 9 , 2 0 2 2 a t 3 : 0 0 p . m . C e n t r a l T i m e T h e F i r s t B a n k 6 4 8 0 U S H w y 9 8 W e s t , H a t t i e s b u r g , M S 3 9 4 0 2 U p o n a r r i v a l , p l e a s e p r e s e n t t h i s a d m i s s i o n t i c k e t a n d p h o t o i d e n t i f i c a t i o n a t t h e r e g i s t r a t i o n d e s k .