Step 1 :We need to list all the integers between -6 and 4, but not including -6 and 4 themselves. This means we start from -5 and end at 3.
Step 2 :Final Answer: The set of all integers between -6 and 4, not inclusive, is \(\boxed{\{-5, -4, -3, -2, -1, 0, 1, 2, 3\}}\).