The Guardia Civil helicopter went down near the village of Marana in the northwestern province of Leon, emergency services in the region of Castile and Leon said in a statement.
"They were carrying out a mountain rescue when their helicopter hit the wall of a mountain and was thrust down the slope," the statement said.
Emergency services, including three helicopters and an ambulance, were dispatched to the scene and found the bodies of all three crew members, it added.
The police helicopter had been sent to rescue a mountain climber who had injured his ankle, it added. The mountain climber was rescued by another police helicopter, the radio station said.