The UN mission said it had "dispatched a search and rescue team" to the area, about 10 kilometres (six miles) from the northern oil town of Bentiu, one of the worst-hit areas in the country's more than eight-month civil war.
The peacekeeping mission said it was "deeply concerned about the fate of the crew" after the crash of the Mi-8 helicopter, which generally carries between three and five crew members.
"The mission lost contact with the helicopter, which was on a routine cargo flight from Wau to Bentiu," around 1130 GMT, the United Nations mission in South Sudan (UNMISS) said in a statement.
The area has seen recent heavy battles between government and rebel forces, with the town of Bentiu badly damaged in the months of fighting.
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There was no indication given as to what had caused the crash.
Rebel spokesman Lul Ruai Koang, speaking in Ethiopia, refused to comment on whether the helicopter had been shot down.
"At present the cause of the crash is unknown and we have asked our commanders in the field to update us," Koang told AFP.
There have been previous crashes. Last year a UN helicopter crash landed on its way from South Sudan to Ethiopia, injuring four crew members.
UN cargo helicopters are vital to supplying peacekeeping bases across the impoverished nation, as well as providing food for civilians, with aid agencies warning of the risk of famine should fighting continue.
Thousands of people have been killed and more than 1.8 million have fled civil war sparked by a power struggle between President Salva Kiir and his sacked deputy Riek Machar.
Over 40,000 civilians are sheltering in the UN camp in Bentiu alone, some of the almost 100,000 civilians in UN bases who fled there to escape killings and massacres.