The plane landed in the Atlantic Ocean in Moriches inlet, close to the eastern end of Fire Island.
According to the U.S. Coast Guard, the plane went down about 3 p.m. EDT. After it crashed, it sank into Atlantic waters about 15 to 20 feet deep.
Two people are believed to have been on the plane. Divers entered the water in an attempt to find the passengers, AP reported.
The conditions and identities of the people aboard the plane are currently unknown, as its flight plan, according to media reports.
Coast Guard officials told AP that ropes were tied to the plane to keep it from dritfting away. Unfortunately, officials were not able to get the doors open on the plane before it sank to the bottom of the ocean.
Photographs of the crash site were taken at Mastic Beach, near Smith Point County Park. (Click here to see pictures of the plane crash that were obtained by the New York Daily News.)
Medics were sent to the scene after the crash in case anyone needed medical attention, according to Coast Guard Petty Officer Erik Swanson, who was quoted by AP.
The Federal Aviation Administration is sending inspectors to the crash site, AP reported.