Martha Erika Alonso, the new governor of the central state of Puebla, and her husband, Senator Rafael Moreno, died when their helicopter came down not far from the state capital Puebla, according to Reforma newspaper.
It was unclear if the pilot died.
Alonso, from the center-right National Action Party (PAN), took office earlier this month after a violent, hotly contested election. An electoral tribunal had to validate the results months after the vote amid accusations of fraud, Reuters reported.
"May they rest in peac; (the PAN) is in mourning," PAN President Marko Cortes said on Twitter.
Moreno was governor of Puebla between 2011 and 2017.
A number of Mexican politicians have died in aircraft accidents in the past few years, including federal interior ministers in 2008 and 2011. Both were members of the PAN, like Alonso and her husband.
It was not immediately clear what caused the Christmas Eve crash.
The fact the accident occurred just days after Alonso took office triggered speculation of foul play on social media.