"Preliminary information is that there was a helicopter that made a forced landing, emergency landing, or landed on the roof of the building for one reason or another," he was quoted as saying by the CNN.
The New York Fire Department said the helicopter's pilot was dead.
No one who was in the building at the time of the helicopter crash was injured.
"Some people have been evacuated," he added. Some people who were inside at the time said they "felt the building shake," the governor was quoted as saying.
A fire broke out when the helicopter hit the roof, but the firefighters have extinguished the blaze at the crash site.
He thanked the city's first responders for their "phenomenal job." "The Trump Administration stands ready should you need anything at all," he tweeted.