It is not clear who was on board the helicopter or what condition those impacted are in.
Witnesses said the aircraft spiralled to the ground shortly after taking off from the centre the pitch before bursting into a "ball of flames".
The incident occurred in the King Power Stadium's auto park, where police cars and emergency services rushed towards an area where flames were clearly visible before the area was evacuated.
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Leicestershire police have confirmed they are "aware and dealing" with an incident outside the ground.
The Foxes had just drawn 1-1 with West Ham in the Premier League.
With emergency services arriving on the scene, the helicopter could be seen engulfed in flames.
Srivaddhanaprabha gets picked up by his helicopter on the pitch at the King Power after every Leicester home game.
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Simon Atkinson, a video journalist for BBC Australia, was also aboard the royal couple's flight when they missed their landing. For his part, Harry said it was "very sweet" of his grandmother to lend his bride-to-be the priceless headpiece.
"I hope they're OK".
East Midlands Ambulance Service NHS Trust tweeted: "We are also in attendance and will update when possible".
More details to follow.
Srivaddhanaprabha bought Leicester in 2010 and became chairman the following February.
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If convicted on all charges, Sayoc could face a total of 48 years in prison, according to a Department of Justice spokeswoman. With numerous arrests in his past, one previous charge against Sayoc stood out - a 2002 conviction for making a bomb threat.
The backing of the Thai businessman, 60, helped Leicester win the Premier League title in 2016.