According to Stripes.com, five other service members aboard the helicopter were rescued immediately following the crash, whose cause is unknown.
A Pentagon spokesperson said in a statement, "This aircraft was based and launched from an overseas location [in support of] US Central Command operations."
A Centcom spokesperson stated, "When the incident took place the helicopter was not very high above the water," cited by Reuters.
US Central Command officials commented on the routine nature of military training programs.
"Training events such as this are routinely held by US forces within a theater of operations in order to maintain the proficiency within the operating environment," a Central Command official stated.
The US Centcom statement added: "Commanders deemed this location appropriate and safe for a routine training event, considering both the operational environment and weather conditions at the time."
Yemen has been involved in an ongoing civil war since March 2015, between the armed Houthi political opposition faction — supported in part by Iran — and a Saudi-led coalition supported by the US. The Saudis have been consistently reproached for killing innocent civilians in airstrikes that implement US-made weapons.