Many statistical studies are concerned with the analysis of observations organized in a matrix form whose elements are count data. When these observations are assumed to follow a Poisson or a multinomial distribution, it is of interest to focus on the estimation of either the intensity matrix (Poisson case) or the compositional matrix (multinomial case) when it is assumed to have a low rank structure. In this setting, it is proposed to construct an estimator minimizing the regularized negative log-likelihood by a nuclear norm penalty. Such an approach easily yields a low-rank matrix-valued estimator with positive entries which belongs to the set of row-stochastic matrices in the multinomial case. Then, as a main contribution, a data-driven procedure is constructed to select the regularization parameter in the construction of such estimators by minimizing (approximately) unbiased estimates of the Kullback-Leibler (KL) risk in such models, which generalize Stein's unbiased risk estimation originally proposed for Gaussian data. The evaluation of these quantities is a delicate problem, and novel methods are introduced to obtain accurate numerical approximation of such unbiased estimates. Simulated data are used to validate this way of selecting regularizing parameters for low-rank matrix estimation from count data. For data following a multinomial distribution, the performances of this approach are also compared to $K$-fold cross-validation. Examples from a survey study and metagenomics also illustrate the benefits of this methodology for real data analysis.