The debris fell into the Hudson River somewhat north of the Statue of Liberty in New York Harbour.
New York Mayor Michael Bloomberg said there was 'some evidence from eyewitnesses that one of the wings of the airplane was ...possibly severed by the rotors of the helicopter'.
The mayor said special community affairs officials had been sent to help the families of the Italian tourists.
'I gather they don't speak English,' he said, adding the officials would 'help the families get through this difficult period'.
Hersman said investigators do not expect to retrieve black box recorders, which are not required on such small aircraft. But they could get some data from air traffic control radar and equipment on board the aircraft, depending on the damage.
'I have not been made aware of any distress calls that were made,' Hersman said.
Bloomberg noted that small aircraft and helicopters have flight corridors over the Hudson and East Rivers. While there is no legal requirement for radio contact and visual flight rules were in effect, he said it was common practice for pilots to use a radio frequency identified on all maps to make each other aware of their positions.
'It is a crowded busy area, and pilots who fly there are well trained and have practice,' he said.
It was not clear if the pilots were in radio contact with each other.