Witnesses say a helicopter flying guests from a wedding reception of the Malaysian prime minister's daughter exploded mid-air and crashed, killing six people, including two top Malaysian government officials.

Grief-stricken prime minister Najib Razak said early on Sunday that "no stone will be left unturned" to establish the cause of the crash that came amid a bitter power struggle in Malaysia's ruling United Malays National Organisation (UMNO).

Malaysia's Prime Minister Najib Razak with his wife Rosmah Mansor, last year. Credit:AP

State news-agency Bernama reported the commercially-chartered twin-engine Daughin helicopter exploded in heavy rain about 40 kilometres from Kuala Lumpur while flying guests from the wedding reception in Pekan, the central peninsular royal seat of Pahang state late Saturday.

Bernama quoted a witness as saying that after the explosion "the debris, tail and blades were thrown all over the place".