The civilian aircraft crashed in a field in Gillingham, near Beccles, at about 19:30 GMT, and all four on board were killed at the scene, police said.
The accident site is near Gillingham Hall, a stately home owned by Northern Ireland peer Lord Ballyedmond.
It is not known what caused the crash but witnesses reported fog in the area at the time and said the helicopter crashed very soon after taking off.
Norfolk Police said they would not release further details of the victims until their next-of-kin had been informed.
They also refused to comment on where it had taken off from or what its destination was but said the site would remained cordoned off during the day while examinations of the scene were carried out.
Inspector Louis Provart said: “Emergency services are working together in difficult conditions to secure the scene and carry out an initial investigation into the circumstances.
“The crash site is in a field and there are some wooded areas nearby.
“We had numerous calls throughout the course of the early evening. Those calls, as far as I’m aware, relate to the hearing of rather loud noises, indicating crashes.”
Three ambulances, two doctors and one rapid response car were called to the scene, along with a police helicopter and fire services.
A spokesman for the Air Accidents Investigation Branch said it would be sending a team to investigate the crash site.
Gillingham is a small village in the south of Norfolk with a population of about 650.
James Avery, 34, from Great Yarmouth, said he was sitting on a bench drinking tea with a friend when he heard the helicopter take off.
He said: “I was outside McDonald’s in Beccles and heard the helicopter take off from across the road.
“It was flying low and no more than 30 seconds later I heard a big bang followed by the sound of the turbine engine quickly stopping.
“It was like a whistling sound.
“Me and a friend ran across the road to the field where we thought it may have crashed but with the heavy fog, we were unable to see much of anything.
“There were some guys on scooters who were already in the field. So we just went back to McDonald’s and got the attendant to ring the emergency services.”
Taxi driver Mark Murray, 22, from Beccles, said: “There is a large stately home nearby and you often see helicopters coming and going from there.
“When they have a game shoot the guests often all arrive in separate helicopters. We don’t know if that is linked, but that’s the only helicopter activity we see in this area.”
Roland Bronk, owner of The Swan House inn and restaurant in Beccles, said it had been “very foggy” in the area.
The site of the crash is about 45 miles from where four crew members died when a US military helicopter crashed in Norfolk on a training mission in a nature reserve in Cley next the Sea, Norfolk, in January.