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The incident took place at about 8:00 a.m. local time (05:00 GMT) while a Mi 171e Air force helicopter was on regular exercises, The Star newspaper reported, citing Kajiado County Police Commander Muthuri Mwongera.
Photos and videos from the crash scene emerged online.
The details of the crash and the number of passengers on board remain unknown, the newspaper said, adding however that such choppers have the capacity to carry up to 26 passengers.
So far, 13 passengers have been rescued and flown to Forces Memorial Hospital in the Kenyan capital, the police said.