The names of the victims weren't made public pending positive identification and notification of their families.
The helicopter was assigned to the 3rd Marine Aircraft Wing at Marine Corps Air Station Miramar, north of San Diego, NBC News reported.
The Marine Corps said the helicopter was on a routine training mission when it went down at about 2:35 p.m. local time (5:35 p.m. ET) near El Centro, about 10 miles from the Mexican border near the city of Mexicali.
The CH-53E is largest and heaviest helicopter in the US military. The region is home to Naval Air Facility El Centro, which said the Navy was working with the Marine Corps investigation.