The crash in Lake Nakuru occurred shortly after takeoff from a nearby hotel. Early indications showed there were no survivors, said Gilbert Kibe, director general of the Kenya Civil Aviation Authority.
The helicopter was taking part in campaigns for Kenya's fresh presidential election on Thursday, Nakuru county commissioner Joshua Nkanatha said.
A search-and-rescue mission was underway, said Pius Mwachi, a national disaster management official.
Lake Nakuru, located 170 kilometers northwest of the capital, Nairobi, is famous for flamingo colonies that turn the shoreline pink at their peak.