The HH-60 helicopter had four personnel on board, with three confirmed to be safe, a Japanese defence ministry official said. The fourth crew member was taken to hospital with unknown injuries.
"The helicopter crashed in Camp Hansen," he said, referring to a US Marine base.
"Three crew members were confirmed safe, but the status of the fourth is not known."
There were no reports of injuries on the ground.
Footage by public broadcaster NHK showed what appeared to be burning wreckage in a forested area.
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The base is located on Okinawa, which is home to tens of thousands of US military personnel.
The incident may spark renewed concern among residents of the islands, who are already uncomfortable with the vast US military presence there.
Okinawans have mounted protests against both the US military and its deployment of the controversial Osprey aircraft on the island.
The Osprey is a hybrid aircraft with rotors that allow it to take off like a helicopter and engines that can tilt forward, enabling it to fly like an airplane at greater speed than a chopper.