A police spokeswoman said the Robertson R44 helicopter, worth USD 500,000, had recently been given to Tanzania by the Howard G. Buffett Foundation.
She said the helicopter went down in the Kipunguni area of the Indian Ocean port city of Dar es Salaam.
"Two pilots from the police force, a civilian pilot and a police officer were in the ill-fated aircraft," police spokeswoman Advera Senso told AFP.
An investigation was underway to establish the cause of the apparent accident.