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, oversees the peace agreement reached between Egypt and Israel as part of the Camp David Accords of 1978.
Also killed 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.
This story is breaking and will be updated.