The cause of the crash was not known and is being investigated, Saudi Arabia's state news agency said.
Mattis is expected to meet senior Saudi officials including King Salman and Deputy Crown Prince and Defence Minister Mohammed bin Salman.
Defense Secretary James Mattis said Tuesday that North Korea is hoping to "provoke" the global community with its recent ballistic missile tests.
Mattis did not identify the type of missile but said it was not of intercontinental range, meaning it could not reach USA territory.
President Donald Trump has said the US and its allies are prepared to act alone to confront North Korea's weapons program, if China is not willing to help.
"It shows why we are working so closely right now with the Chinese.to try to get this under control and aim for the denuclearized Korean peninsula", Mattis said.More news: Iraq opens new Tigris bridge escape route for people fleeing Mosul
"Our goal ... is for that crisis, the ongoing fight, to be put in front of a United Nations -brokered negotiation team and try and resolve this politically as soon as possible", Mattis said.
Increased military support for the Saudi-led coalition could fuel controversy over the air campaign, which has killed a number of civilians and destroyed infrastructure, including hospitals.
They said at least 13 people, including military personnel from Saudi Arabia and the Arab countries of the Persian Gulf region, were on board the copter when it crashed.
The North has warned of a nuclear strike against the United States if provoked. According to Tillerson - and to President Donald Trump - relations between the two countries deteriorated to a new low following US retaliatory missile strikes on a Syrian air base in response to the Assad regime's chemical attacks on civilians. Judy Woodruff speaks with former Secretary of Defense William Perry.
"It is indeed important to address security concerns, but it is ill-advised, if not unsafe, to make security concerns the only basis for cooperation and an alliance", said Husain Abdulla, executive director of the group, which is based in Washington.
According to Olivier Jakob from Switzerland-based consultancy Petromatrix, as quoted by The Journal: "You have supportive data from Saudi Arabia showing a large drop in exports but on the other hand you have an increase in USA production..." He also is scheduled to visit Egypt, Israel, Qatar, and Djibouti in the Horn of Africa.