The AS350 Eurocopter crashed in the district of Chamanke in Dohuk province in Iraq's semi-autonomous Kurdish region on Wednesday night, the agency said in a statement posted on social media.
All of the passengers were killed, it said.
An investigator at the crash scene said at least seven were on board.
The person spoke on condition of anonymity because of not being authorised to discuss the investigation with the media.
The helicopter was carrying militants belonging to the outlawed Kurdistan Workers Party, or PKK, the statement said.
No party has of yet claimed ownership of the military helicopter.
Iraq's government, the US-led coalition and Turkey had been contacted by the Iraqi Kurdish regional government about the crash but each denied the helicopter was theirs, the statement added.
Zagros Hiwa, a PKK spokesman, said the group does not possess helicopters and they were also investigating the incident.
He also cast doubt on the presence of PKK militants onboard the flight, saying they may have a coalition helicopter carrying fighters with the People's Protection Units, or YPG, a Syrian Kurdish group allied with the US-led forces.
A spokesman for the US-led coalition declined to comment, saying the crash fell outside the scope of the coalition's operations.
Turkish defence ministry officials said that initial reports that the helicopter had been Turkish were "completely untrue" and that there was no helicopter flight belonging to the Turkish military in the region.
The PKK has been waging an insurgency against Turkey since the 1980s and is considered a terrorist group by Turkey, the United States, Australia and the European Union.
Its militants have established safe havens in northern Iraq and frequently come under attack by Turkey in the region.
