One American survived the crash, which happened in the vicinity of Sharm el-Sheikh, the coalition said in a statement. The names of those involved are being withheld pending the notification of next of kin.
The coalition force said “there is no information to indicate the crash was anything except an accident” and that an investigation was underway to determine the cause.
The peacekeeping force, known as the Multinational Force and Observers (MFO), oversees the peace agreement reached between Egypt and Israel as part of the Camp David Accords of 1978.
The force consists of some 1,150 personnel from 13 countries, including about 450 Americans.
Also killed in the crash were one French and one Czech national, the coalition said.
A US official could not say immediately if the craft was a US helicopter, and the Trump administration is working to confirm details.
Security in the area has deteriorated in recent years amid a campaign of violence being carried out by a local ISIS affiliate that has targeted civilians and government forces.
In 2016, after a series of militant attacks, the US moved a large number of forces further south to where it was deemed safer and increased the use of remote technology like cameras to carry out the mission.
This story is breaking and will be updated.