Witnesses said the plane had been hovering in the skies over the remote Kinango area on Saturday when it suddenly went quiet.
Data from air traffic monitors showed that the aircraft took off from Mombasa at 11:39 am and disappeared from radar near Diani.
Two Kenya Air Force officers are feared dead after a plane they were flying crashed on Saturday afternoon at Ndavaya in Kinango, Kwale County.
Confirming the incident on their official X account, the Kenya Defence Forces (KDF) said the Kenya Air Force Grob 120A aircraft experienced an emergency while on a training flight in Kwale.