A female Royal Navy pilot died in a helicopter crash that also killed two male crew members after the aircraft caught fire and plunged to the ground, it is understood.Debris was scattered across the grass in Sourton Down near Okehampton, Devon, after the Merlin helicopter came down in a training exercise carried out late night on Tuesday and in the early hours of Wednesday morning.General Sir Gwyn Jenkins, the First Sea Lord and Chief of Naval Staff, confirmed the three deaths and sent his 'deepest condolences' to the crew's family and friends.The King is aware of the crash and will write privately to the families, it is understood - while the Princess of Wales has also expressed her condolences.Reports have suggested a female pilot and two male crew members were on board. The Ministry of Defence has said there would be 'a period of grace before further details are released'.The site of the crash - which shut several local roads including the A30 - is between the Royal Navy's air bases at Yeovilton in Somerset and Culdrose in Cornwall.It is also close to Okehampton battle camp, a military facility on the edge of Dartmoor used for training Merlin helicopter crews from the Commando Helicopter Force.Sir Gwyn, the head of the Navy, said yesterday: 'I am deeply saddened to share the news that three crew members onboard a Royal Navy Merlin Mk4 helicopter have died after it crashed in the early hours of this morning near Sourton, Devon. A drone photo shows the scene of the Royal Navy helicopter crash at Sourton Cross yesterday'I know this will come as a huge shock to all in our Naval community, and my deepest condolences go out to the families, friends and loved ones impacted by this tragedy.'I would like to thank Devon and Cornwall Police and the search and rescue teams who responded to the incident this morning. An investigation is under way.'He added that further updates would be provided 'in due course'. Police were called to the scene just before 4am and the cause of the incident remains unknown.Princess Catherine, who is Commander-in-Chief of the Navy's Fleet Air Arm, posted online: 'I was so saddened to hear of the tragic loss of three service personnel from the Fleet Air Arm following a helicopter training exercise last night.'William and I hold their families and friends in our hearts at this very difficult time.'The Ministry of Defence said the families of the personnel killed in the incident have been informed. Defence Secretary John Healey said he was 'devastated' at the three deaths of personnel who 'served with excellence and will be much missed'.An MoD spokesperson said: 'It is with deep sadness that we can confirm three members of the Royal Navy have died during a helicopter training exercise on Wednesday, June 3 near Sourton, Devon.'The families of the service personnel have been informed and have requested a period of grace before further details are released. Our thoughts and sympathies are with their families and friends at this sad time.' A huge fire in the field in Sourton Down after the helicopter came down at about 4am on June 3 Dramatic photographs show debris scattered across the field at the scene at Sourton DownA mountain rescue team near the crash scene of the Royal Navy helicopter in Sourton Down