Dutchess County Sheriff's Sgt. Jonathan Hughes says the plane went down just after noon Tuesday south of the county airport in Wappinger, about 65 miles north of New York City.
Fire and rescue crews were on the scene.
Hughes says both victims were taken to the hospital in Poughkeepsie. The FAA says both have died.
Their names have not been released.
The FAA reports that the plane was a Cessna 172 that crashed short of runway 24. It burst into flames, killing both people aboard.
The plane was reportedly performing a "touch and go" training exercise at the time of the incident.