Investigators were trying to determine if a fourth person also died in the crash near Westchester County Airport in White Plains, north of New York City, authorities said.
The Cessna 210 took off from the airport shortly after 1 p.m., bound for Montauk, about 100 miles east, Federal Aviation Administration spokeswoman Holly Baker said.
Soon after, the plane's pilot radioed to advise he was returning to the airport. But, Baker said, the plane plummeted to the ground in Armonk before reaching the runway and burst into flames.
Baker could not immediately say who owned the plane.
The plane was based at Panorama Flight Service, in White Plains, airport spokesman Steve Ferguson said in a statement.
The company markets flight training, rentals and maintenance service at the airport. It served basically as a garage for the plane when it wasn't flying, company president Gene Condreras said by telephone.
The six-seat, single-engine aircraft went down in the woods near an office park on New York City-owned watershed property, officials said.
The watershed was unaffected by the crash, said Farrell Sklerov, a spokesman for the city's Department of Environmental Conservation. DEP's police responded to the crash, along with the Armonk Fire Department, he said.
The cause of the crash was unknown. The victims weren't immediately identified.
