The plane went down around 1:45 p.m. EDT, causing damage to Pine Tree Inn near Rough River Dam State Resort Park. Officials say the scene was clear and the fire was out by Friday evening.
Grayson County Coroner Joe Brad Hudson says the man was killed on impact. Hudson says his name won't be released until family is notified.
Hudson says one woman at the inn suffered minor injuries and was treated at the scene.
The park is in the Falls of Rough area of Kentucky, about 95 miles southwest of Louisville. The area bills itself as a prime boating, camping and fishing spot.