The pilot was Danish and the co-pilot Greek, state broadcaster ERT reported.
Their deaths brought the number of people killed in Greece's wildfires to five, after three firefighters died last week on Crete and the Peloponnese peninsula.
ERT aired footage appearing to show one helicopter's rotor striking the other aircraft before it exploded and crashed in a fireball on Sunday.
The two crew members aboard the other helicopter survived after the pilot managed to make an emergency landing, the broadcaster reported.
The two helicopters collided while fighting a fire west of Athens.
A large-scale search and rescue operation was launched in the area near the village of Psatha, the fire brigade said.
Meanwhile, the flames from the severe fire some 50km west of Athens have spread to within a few kilometres of the town of Megara, which has a population of around 36,000.
According to initial estimates, more than 10,000 hectares of woodland - as well as houses, barns and agricultural land - has been destroyed since Friday, ERT reported.
Hundreds of emergency workers, including firefighters from Romania and France, are battling a major blaze raging around the densely wooded Kithairon mountain range.
"The situation is chaotic," the mayor of Megara, the most important town in the region, said on Greek radio.
Athens residents are well aware of the firefighting operations as planes and helicopters repeatedly roar and rattle in the Athens skies on their way to the crisis area.
Investigators suspect sparks from power lines belonging to a private wind farm network may have started the fire. Two people have been arrested in connection with the investigation.
Prime Minister Kyriakos Mitsotakis spoke of an exceptional situation.
"There are situations in which the nature and intensity of weather events overwhelm any human planning and any operational capability," he said in a post on Facebook.
Numerous villages were urged to evacuate via text message warnings. As firefighters battled the flames, members of animal welfare groups tried to bring pets, livestock and wild animals to safety from the fire zones, the Ethnos news portal reported.
Winds were expected to ease on Monday, although authorities warned that the wildfire risk around Athens remained very high.
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