It was headed to Monatauk, N.Y.
One eyewitness saw the plane fly over the Armonk office building just fell from the sky and then saw a puff of smoke.
Burned out, investigators couldn't determine how many people on the plane.
"We do know there are no survivors," DEP Police Chief Peter Fusco said.
The parking lot of a Westchester County Office Complex was buzzing with investigators and forensic teams Saturday night after a single engine Cessna crashed into the densely wooded area behind it.
All four people on board were killed.
A small debris field lies about 1,000 feet from an office complex in Armonk.
It's a crash scene so isolated it could only be reached by ATV's and so remote, there are few witnesses.
The 31-year-old Cessna 210 took off from Panorama Fight services at Westchester County Airport in White Plains just after 1 p.m. on Saturday.
It was headed to Montauk when the pilot called the tower about 20 minutes later and said he needed to return for an emergency landing, before he went down.
Investigators still don't know why pilot needed to turn around.
The aircraft was registered to Wein-Air Aviation Ltd., based out of Wilmington Delaware.
The names of the victims have not been released.
The NTSB is investigating.