At least seven US soldiers have been killed after two helicopters collided during a training exercise along the Arizona-California border, the Marine Corps has said.

The aircraft, an AH-1W "Cobra" and a UH-1Y "Huey", were conducting night training operations when the accident occurred about 8pm local time on Thursday.

Although initial reports put the accident over the Yuma Training Range Complex, a Marines Corps spokesman clarified later that it happened just beyond the complex on the California side of the border.

The Marines said the incident was under investigation and declined to say whether initial information suggested what caused the collision.

John McCain, a US senator from Arizona, where the Yuma complex is based, lamented the deaths and said they were a reminder of the sacrifices of the US military after a decade of war.

Marine Corps Air Station Yuma lies in desert 3km west of Yuma, and the rough terrain at the base has made it an important training ground for soldiers deploying to Afghanistan.