"Our complete attention is on locating our fellow Marines," the statement said.
The four crew members and the helicopter were part of the Louisiana National Guard, assigned to an Army unit based in Hammond, Louisiana. All four were married men with children, Curtis said.
They were part of a highly experienced helicopter battalion, Curtis said, noting the two pilots were instructors and had "several thousand hours" of flying experience with their crew.
President Barack Obama phoned military officials to express condolences, White House spokesman Josh Earnest told reporters, noting the president anticipated a detailed investigation.
The helicopter that crashed had a flight data recorder that will be part of the investigation, a Louisiana guard official said.
The incident occurred near an Air Force base spanning nearly 500,000 acres (200,000 hectares) in the Florida Panhandle that is used extensively for training.
General Martin Dempsey, the top US military officer, told a US Senate hearing that the "loss of the folks on that helicopter" served as "a reminder to us that those who serve put themselves at risk both in training and in combat."
In February 2012, seven Marines were killed when two helicopters collided during a nighttime training exercise along the California-Arizona border.
The following year, another seven Marines died in an explosion at a Nevada munitions depot after a mortar round detonated prematurely during a live-fire training exercise.