Victims aboard the Russian-made Mi-8 also included the Russian crew, U.N. mission spokeswoman Sharon McPherson said.
There was no immediate word on the cause of the crash. Russia's ITAR-Tass news agency said the crash scene was in flames after the accident.
The United Nations has about 11,800 peacekeepers in Sierra Leone, overseeing the country's peace accord after a 1991-2002 civil war. Fighting stopped by 2002, and there have been no known attacks on U.N. officials.
The helicopter had taken off from Freetown, Sierra Leone's capital, with 21 passengers and three crew members, said Daniel Adekera, another U.N. spokesman.
Passengers included peacekeepers and other U.N. personnel and aid workers and other civilians, Adekera said.
It was bound for the western city of Kailahun, he said.
Ground crew lost radio contact with the aircraft and sent a search mission seven minutes later, Adekera said.
Helicopters are the main method of transport cross-country in Sierra Leone, where sound roads are few. The white-painted, dual rotor U.N. helicopters lift off frequently from a helipad in the U.N. missions headquarters in Freetown, ferrying peacekeepers, relief workers and supplies.
ITAR-Tass said the helicopter was flown under contract with the United Nations.