Deputy UN spokesman Eduardo del Buey said the aircraft was shot down while on a reconnaissance mission in eastern Jonglei state.
Del Buey said South Sudan's military admitted it had hit the helicopter.
However, South Sudan's minister of information told BBC that the cause of the incident was not clear.
Initial reports said the UN helicopter crashed and burned. The UN mission launched a search and recovery mission which confirmed the death of all four crew members, the spokesman said.
"In subsequent communications between the (UN) mission and the South Sudanese armed forces, the SPLA (army) told the mission that it has shot down the helicopter in the Likuangole area in Jonglei state," BBC quoted del Buey as saying.
South Sudan Minister of Information Barnaba Marial Benjamin said: "There is no proof it was shot down. It is being investigated. It was flying in an area where there is a lot of rebel activity."
London: A UN helicopter from its peacekeeping mission in South Sudan has been shot down by the Army, killing all four crew members on board, BBC reported.
First Published: Saturday, December 22, 2012, 08:39