It says in a statement that investigators reached the site of the crash on a mountaintop in the western state of Jalisco on Thursday.
The Eurocopter Panther helicopter set off from the Pacific coast city of Manzanillo last Friday, headed for Morelia, the capital of Michoacan state.
Military and law enforcement helicopters have been attacked with small arms fire in the area in the past.
The Navy said in a separate statement that marines found a meth lab about 11 miles (18 kilometers) from the crash site.
It didn't say whether the helicopter crash and the discovery of the clandestine lab are related.