The HH-60 rescue helicopter, which belongs to Okinawa's Kadena Air Base, was on an unspecified training mission when it crashed at Camp Hansen, a U.S. Air Force statement said.
Television footage showed smoke rising from a spot in the forest, with a mangled object that appeared to be the frame of the helicopter ablaze.
The U.S. statement said the cause of the crash was not known, and did not elaborate on the condition of the four crew members on board.
However, Defense Minister Itsunori Onodera told reporters, citing information he had received, that three crew members ejected from the helicopter and the fourth was apparently injured and taken to hospital.
Onodera said the accident was "regrettable" and that he was asking the U.S. to provide information promptly, conduct a thorough investigation and take preventive measures.
Okinawan prefectural police said there were no reports of injuries or damage outside the base.
The crash comes amid strong local opposition to the U.S. Marine Corps' additional deployment of 12 MV-22 Osprey transport aircraft on the island. About half of the 50,000 U.S. troops in Japan are based on Okinawa under a Japan-U.S. security pact.
Anti-U.S. military sentiment on the island is a longstanding issue, and many residents have complained about base-related crime, noise and accidents.
Local media said the crash revived memories of an accident in 2004, when a CH-53 helicopter from Marine Corps Air Station Futenma crashed into a nearby university building, triggering a huge anti-base uproar although there were no civilian injuries and the crew survived.
"We knew it was going to happen sooner or later," said Kadena Mayor Hiroshi Toyama, referring to Monday's crash.