KNXV-TV, Phoenix, reported the aircraft went down about 9:30 a.m. local time in Coconino County, about 12 miles northwest of Flagstaff.
The county sheriff's office told the TV station the helicopter had been rented by a private pilot and had taken off from Mesa.
Two passengers were flown to a Flagstaff hospital after complaining of shoulder pain. The pilot had minor injuries that did not require hospitalization and the fourth person was not hurt.
The Arizona Daily Sun in Flagstaff reported the group was headed to a shooting event at the C and C Ranch.
The sheriff's office said it appeared the helicopter was about 20 feet off the ground while landing when a gust of wind caused the pilot to lose control, the newspaper said.