A Saudi attack helicopter crashed during operations in Yemen’s Marib governorate on Tuesday, killing twelve soldiers, including four officers.
The Black Hawk "fell during operations" in Marib, said a statement from the coalition.
Areas of the governorate east of the capital, Sanaa have seen recent fighting between Yemeni forces backed by the Saudi-led coalition and rebel alliance forces.
The coalition gave no details on how the aircraft was brought down. "The causes of the incident are being investigated," the statement said.
Coalition troops have been killed in rebel rocket attacks and in intense fighting in the border region between Yemen and Saudi Arabia, but Tuesday’s crash is one of the deadliest single incidents for the coalition.
It comes amid mounting evidence of greater Iranian involvement in supporting the Houthi rebels and their allied forces loyal to former president Ali Abdullah Saleh.
Also on Tuesday, the US defence secretary James Mattis began a week-long tour of the Middle East and eastern Africa in Saudi Arabia, for talks on regional security, with Yemen and Syria leading the agenda.
The new US administration is seeking closer alignment with Riyadh and Abu Dhabi on confronting Iranian influence in the region. To that end, Mr Mattis has asked for the lifting of restrictions imposed by that former president Barack Obama on arms sales to the kingdom.
He has also initiated a review of US assistance to the coalition in its campaign backing the internationally recognised Yemeni government and its allies against the Houthi rebels.
Under Mr Obama tactical assistance to the coalition was greatly reduced because of concerns over civilian casualties and other disagreements. But now that the Donald Trump national security team views Yemen as a possible battleground to dent Iran’s regional ambitions, talks are underway on how the US might provide greater intelligence, and also play a role in capturing the strategic port of Hodeidah from the rebels.
The coalition hopes that a successful operation there would force the rebels back to the negotiating table, in a considerably weaker position and thus more amenable to concessions. The last round of talks broke down after the Hadi government turned down a compromise plan put forward by then US secretary of state John Kerry.
Speaking aboard his flight to Saudi, Mr Mattis said that America’s goal regarding the Saudi and Emirati campaign in Yemen "is for that crisis down there, that ongoing fight, [to]be put in front of a UN-brokered negotiating team and try to resolve this politically as soon as possible."
He added that "It has gone on for a long time."
It was not clear if he was hinting that the US may not be as supportive of the Hodeidah plan, or if he agreed with the coalition assessment that it would restart talks.
"We see Iranian-supplied missiles being fired by the Houthis into Saudi Arabia. And this is something, with the number of innocent people dying inside Yemen, that has simply got to brought to an end," Mr Mattis said.
"So we will work with our allies, with our partners, to try to get it to the UN-brokered negotiating table."