The twin-engine Cessna 340 was flying from Bullhead City in northwestern Arizona and was apparently headed to the Prescott Airport when it went down about 12:30 p.m. on the grounds of the Gunsite Ranch west of Paulden, according to Yavapai County Sheriff's Department.
Witnesses reported seeing the plane either clip some trees or a radio tower on the Gunsite grounds and then explode into flames when it struck the ground.
Sheriff's officials said the plane's passengers were expected to be at the Gunsite firearms training academy later Friday and it was unclear why the aircraft was flying over the site.
The Cessna 340 can hold six people, but authorities said it appeared the pilot and three passengers died in the crash and there were no survivors.
The identities of the four were being withheld until the names can be confirmed and their relatives notified, Sheriff's spokesman Dwight D'Evelyn said.
The Federal Aviation Administration and National Transportation Safety Board will be investigating the cause of the crash.