Bob has 4,000 grams of sand. If his brother has one kilogram more than Bob, how many kilograms of sand does Bob's brother have?

One kilogram is equal to 1,000 grams. So if Bob has 4,000 grams, his brother has 4,000 + 1,000 = <<4000+1000=5000>>5,000 grams.

Thus, Bob's brother has 5,000/1,000 = <<5000/1000=5>>5 kilograms of sand. Answer: \boxed{5}.