Nato scrambled jets to follow the aircraft on its erratic flight across Europe towards Latvia.
Image source, ReutersA private Cessna plane has crashed into the Baltic Sea off the Latvian coast in mysterious circumstances.
Nato jets were scrambled to follow the plane on its erratic flight which began in southern Spain.
Some reports say the plane – believed to have had four people on board – had been due to land in Cologne, Germany, but instead headed out into the Baltic.
Nato pilots and Swedish officials tracking the plane could see no-one in the cockpit.
The Austrian-registered Cessna 551 took off from the Spanish city of Jerez de la Frontera at 12:56 GMT, according to the FlightRadar24 website.
German newspaper Bild said the plane had reported cabin pressure problems after take-off and contact was lost after it had cleared the Iberian peninsula.
Fighter jets from several countries followed the Cessna on its journey.
At 17:37 it was listed on FlightRadar24 as losing speed and altitude.
Rescue services from Sweden and a Lithuanian air force helicopter were dispatched after reports that the plane had fallen into the sea near the Latvian city of Ventspils.
Latvian Navy ships and a Stena Line ferry on route from Ventspils to the Swedish port of Norvik are also heading to the crash site, Reuters news agency reported.