The crash happened in Logar Province, which is patrolled primarily by U.S. forces, ABC News reported.
The International Security and Assistance Force declined to identify the soldiers' nationality or say to which coalition forces the helicopter belonged.
The Taliban claimed responsibility for shooting down the chopper. A heavy firefight broke out after the crash, Afghan sources in Logar said.
Two Australian soldiers were killed in the crash of a NATO helicopter near Kandahar less than a week ago. Another NATO helicopter crashed on Aug. 26, but no one was killed.
ISAF had no immediate statement about Wednesday's crash.