The accident happened close to the Russian region of Kaliningrad, sandwiched between Poland and Lithuania, at 23:30 Moscow time (20:30 GMT) on Thursday night, the Russian Baltic Fleet said in a statement quoted by the Interfax news agency.
"The crew of the Ka-29 helicopter, consisting of two pilots, were killed," the statement said.
A search operation has been launched to recover the bodies, AFP reported.
The crash comes after a Mi-8 helicopter crashed in a city in far eastern Russia on Wednesday, killing six people.
It was operated by the local Vostok airline.