The U.N. has confirmed one of its choppers was involved in an "aviation incident" in central Galmudug state on Wednesday but said nothing about the fate of the passengers and crew.
Somali military officials said the search was focussing on Hindhere, an area 470 km (290 miles) north of Mogadishu where the chopper is believed to have landed following a technical fault.
Somali National Army Captain Abdusalam Mohamed told AFP the exact location of the helicopter was not known.
"But we have confirmed that al-Shabab has taken hostage several of the personnel aboard the aircraft. We believe they are being held in the Hindhere area," he said from a military base in Galmudug.
"There are already efforts underway to establish their whereabouts, and search operations are ongoing in the area where the aircraft vanished."
Mohamed Adan, another military commander in Galmudug, said "some of the passengers captured by al-Shabab are foreigners" but could not provide further details.
An internal U.N. memo circulated to staff in Somalia on Wednesday said nine people were aboard the helicopter when it "crash landed" and six were reportedly taken into captivity.
One passenger was believed to have been killed and two had fled, the memo added.
"We have been briefed about the incident and it was confirmed that there is a hostage situation including foreigners but no details are available so far," a U.N. staff member in Mogadishu told AFP on condition of anonymity.
Al-Shabab, a militant group with ties to al-Qaida that has been waging a 16-year insurgency against the U.N.-backed government in Mogadishu, is yet to claim any responsibility.
It controls swathes of central and southern Somalia despite a government counteroffensive, U.S. air strikes and thousands of African Union troops on the ground in the fragile Horn of Africa nation.
Helicopters were seen flying low over the Galmudug town of Wisil on Thursday, Osman Warsame, a traditional elder in the area, told AFP.
"We have been told they are looking for the missing helicopter and its passengers," he said, adding that the area was under al-Shabab control.
The government vowed "total war" on al-Shabab in 2022 but the offensive has stalled despite early gains, with the militants still holding ground and launching deadly attacks on civilian and military targets.