Emergency services say to news agency TT the plane hit the treetops before hitting the ground, but there are no witnesses to the crash.
The single-seater private plane had taken off from Backamo in Bohuslän on Monday morning. The coastguard had already been looking for it since the afternoon, when it did not arrive in its destination of Fallköping.
Around 4pm a helicopter found the crash site.
Police have no theories of what caused the accident.