Authorities say the plane went down around 4 p.m., about 500 yards offshore at 133rd Street, about a mile from the Delaware state line. Mayor Rick Meehan says witnesses told police that the aircraft began spinning out of control and crashed into the ocean.
Meehan says it's believed that only the pilot was on board and that there are no survivors.
Maryland State Police spokesman Greg Shipley says divers believe they have located debris from the plane, but they called off the search for the night. They will return to the area in the daylight.
The Coast Guard says it was a single-engine CJ-6A that took off from Ocean City Municipal Airport.