Thank you! Setting the current figure by using the set-command solves my problem.
set(0, 'DefaultFigureVisible', 'off');
fh(1) = figure(1);
fh(2) = figure(2);
for i = 1:4
set(0, 'currentfigure', fh(1));
subplot(2,2,i);
plot(randi(10,20,1),'color',[1 0 0]);
set(0, 'currentfigure', fh(2));
subplot(2,2,i);
plot(randi(10,20,1),'color',[0 1 0]);
end