In this paper, we searched for multi-wavelength (X-ray, optical and radio) counterparts to the unassociated gamma-ray sources (UGS) of the Fermi 4FGL-DR4 catalog. The main goal is to identify new blazars and/or new active galactic nuclei (AGNs) emitting at GeV energies [like (Narrow Line) Seyfert-1 and radio galaxies]. We focus on sky regions observed by the Swift satellite that overlap with the reported positions of the UGSs. Since our primary interest lies in extra-galactic sources, we focus on UGSs located outside the Galactic plane (|b|>10{deg}). Due to the large number of sources (about 1800 UGS), we developed a pipeline to automatised the search for counterparts and significantly reduce the computational time for the analysis. Our association process begins by identifying potential X-ray counterparts for each UGS; if one is found, we further look for corresponding radio and optical counterparts in the X-ray counterpart error box, thus minimizing ambiguities. Out of the 1284 UGSs in the 4FGL-DR4 catalog, 714 were observed at east once by Swift/XRT. We detected, with a significance of >=3{sigma}, at least one X-ray source within the Fermi error box for 274 of these gamma-ray emitters. Among these, 193 UGSs have a single potential X-ray counterpart (referred to as UGS1), while 81 have multiple potential X-ray counterparts within the Fermi error box (referred to as UGS2). Of the UGS2, 54 have two X-ray counterparts, 11 have three, and the remaining 16 have more than three. Each UGS1 has an optical counterpart, and 113 also could be associated to a radio counterpart. We performed a comparison of the possible counterpart properties with those of the gamma-ray emitters identified by Fermi, with the aim to assess the goodness of our associations.