Near the luxury resort of Zermatt, rescuers found the bodies of five people, police said in a statement.
A helicopter was sent to survey the area around the Rimpfischhorn mountain after climbers alerted authorities after spotting abandoned skis near the summit on Saturday.
“The bodies of five people were quickly found,” Swiss police said in a statement.
Authorities have opened an investigation into the incident and were working to identify the victims, it said.
The Rimpfischhorn is a 4,199-metre (13,776-foot) mountain that lies east of Zermatt, near the Italian border, and is popular with backcountry skiers.
Further north, a 29-year-old alpinist was killed in an avalanche on the Morgenhorn in the Bern canton, police said.
Two other climbers caught in the avalanche were rescued and hospitalised with light injuries, police said.
Outdoor sports are a popular pastime in mountainous Switzerland and accidents are a regular feature of winter.