Iraqi helicopters have dropped aid supplies from Turkey to around 30,000 Yazidis who have sought shelter in the Sinjar mountains after escaping a siege from Sunni militants of the Islamic State, according to Turkey's foreign minister Ahmet Davutoglu.

Anadaolou news agency reported that "humanitarian aid boxes from Turkey" were sent by Iraqi helicopters to the religious minority, who risk starving to death after fleeing Sinjar.

Humanitarian agencies launched the alarm over thousands of Yazidis, whose religion is a syncretic combination of Zoroastrianism with Sufi Islam, dating back to ancient Mesopotamia, who are trapped without water or food in the hostile Sinjar mountains.

Ten children and one elderly woman died on Tuesday, according to reports, while on Monday seven children had died.

In an attempt to flee the jihadists' grip, at least 500 Yazidi men were killed by militants. The women were enslaved as "war booty", Vian Dakhil, a Yazidi lawmaker, said.

Davutoglu dismissed allegations that Yazidi refugees who sought asylum in Turkey were denied entry at the border. The group has been persecuted for centuries for their worshipping of Malak Taus (Peacock Angel), considered a devil-like figures among Muslims.

David Swanson, a spokesman for the UN Office for the coordination of humanitarian affairs, said that some of the many thousands trapped on Sinjar have been rescued in the past 24 hours.

"This is a tragedy of immense proportions, impacting the lives of hundreds of thousands of people," Swanson told Reuters.

Footage of Yazidi women and children fleeing in the Sinjar mountains have emerged online. Long lines of Yazidi civilians walking rough paths along the mountains and taking shelter in improvised tent encampments can be seen in a video filmed by Kurdish TV channel ANF.

"We all fled; children and adults. We are in a terrible state. I had to flee with my ill state of health. We are in a complete state of disarray. Some of us have been killed and others have fled," an old Yazidi woman says, in the footage.

"We have been left all alone on these mountains. The Peshmerge didn't protect us, they fled. The PKK [Kurdistan Workers' Party] have come to our rescue," a young Yazidi, talking from the shadow of a makeshaft tent, tells the reporter.

"If they [Islamic State] don't kill us, we will die from starvation on these mountains. Or, we are going to have to change our religion. We would rather die than change our religion."