The crash occurred near the Butler Memorial Airport. The small town of Butler has a population of around 4300 people and is roughly 105 km south of Kansas City.
Missouri Highway Patrol Sergeant Justin Ewing said the plane was taking people up to skydive.
Emergency responders got a call that a plane was down and engulfed in flames around 11:30 local time Sunday, he said.
"It landed in a field adjacent to the airport, but I think they're shutting down the roadway just as a precaution," Ewing said.
A heap of blue and silver mangled metal lies in the grass near the airport with a massive line-up of emergency vehicles on the street beside it.
Teams from the National Transportation Safety Board and Federal Aviation Administration were en route to the crash site Sunday afternoon to investigate.
The private plane was operated by Skydive Kansas City, said Dennis Jacobs, the acting airport manager and Bates County Emergency Management Agency director.
"It had just taken off and made a left turn" before the crash, Jacobs said.
"In my opinion, I think it was losing power, and he was trying to make it over to the highway and land, and he stalled and went down nose first and caught fire."
Emergency responders were able to put out the fire shortly after the crash, Jacobs said, calling the scene "brutal".
First responders have checked the area under the flight path and did not find anyone who might have tried to jump out before the crash, Jacobs said.
It's not yet known what factors may have contributed to the crash or caused it, Ewing said.
Aviation safety expert Jeff Guzzetti said that poor maintenance has been a factor in some previous skydiving plane crashes because these companies are not held to a high standard under Federal Aviation Administration rules.
Guzzetti said skydiving companies are governed by the same rules any private plane owner has to follow and not the more stringent rules that charter flight operators and airlines adhere to.