The aircraft operated by Sundance Helicopters crashed into the River Mountains surrounding Lake Mead just before 5 p.m., said National Park Service spokesman Andrew Munoz. A security guard from Lake Mead National Recreation Area heard the crash and reported seeing smoke about 4 miles west of the lake's edge, Munoz said.
The crash site, about 30 miles from the Las Vegas Strip, is not accessible by road.
A spokesman for Sundance Helicopters told The Associated Press that the helicopter had been giving a local tour when it suddenly went missing. He didn't give his name and declined to answer further questions.
The helicopter was an Aerospatiale AS350, which can hold up to six passengers and are often used for air tours, the spokesman said.
Sundance Helicopters' website promotes only one local tour that flies over Lake Mead. The 30-minute "Twilight City Tour" spans downtown Las Vegas, the Hoover Dam and the Las Vegas Strip. Packages start at $210 per person.
"Fly in a state of the art luxury air-conditioned 6 passenger jet helicopter," the website says.
Sundance Helicopters has had accidents previously.
A September 2003 crash east of the Grand Canyon West Airport in Arizona killed a Sundance Helicopters pilot and six passengers. Unsafe flying procedures and misjudgment were cited as the probable cause of that crash.
In August 2009, the pilot of a Sundance tour helicopter returning from the Grand Canyon with six passengers on board was forced to land in the Lake Mead National Recreation Area after his controls indicated he had an electrical problem. No one was injured.