The accident occurred in the Central Island National Park in Lake Turkana on Sunday evening, police said in a statement.
"There were five people on board, four of them were US citizens and the pilot, Capt Marious Magonga," the Kenya Civil Aviation Authority said in a statement.
Magonga owned the helicopter and also piloted for Kenya’s deputy president, William Ruto.
The helicopter "lost contact and crashed" shortly after taking off with a second chopper from Lake Turkana’s Central Island, the statement said.
Rescuers found the wreckage about seven hours later "with no survivors".
"The cause of the incident is yet to be established and the details of the deceased will be released once the next of kin have been notified," a police statement said.
Known as the Jade Sea, Lake Turkana, is the most saline lake in East Africa, the largest desert lake in the world, and a popular tourist spot.
Its Central Island is made up of three active volcanoes, according to the Kenya Wildlife Service.