The Black Hawk crashed in Marib Province, east of the capital Sanaa.
The Yemen defence ministry's news website said the helicopter had "misread" the air defence system, which "resulted in the destruction of the aircraft before it landed".
But Saudi Arabia says it is too early to tell what caused the crash and it is still investigating.
The Saudi-led coalition has been fighting in support of the government against Houthi rebels for two years.
The crash victims included several officers, reports said.
It is one of the deadliest incidents involving forces from the Saudi-led coalition in Yemen. In 2015, a rebel missile strike on a coalition base in Marib killed 67 coalition soldiers, most of them from the UAE.
Last month, the Houthis claimed that they shot down a Saudi Apache helicopter over the Red Sea port of Hudaydah, which they control.
More than 7,600 people have been killed and 42,000 injured since the conflict began, the majority in air strikes by the Saudi-led coalition backing President Abdrabbuh Mansour Hadi, who was ousted from Sanaa in February 2015.
The conflict and a blockade imposed by the coalition have also triggered a humanitarian disaster, leaving 70% of the population in need of aid.
A military helicopter crash in Yemen that killed 12 Saudi soldiers was reportedly caused by friendly fire.