Halladay was twice named as a Cy Young Award victor.
Halladay, 40, was piloting the plane.
A viewer sent WTSP-TV video of the wreckage that showed the same plane posted in images and video to Halladay's Twitter account.
During a news conference Tuesday afternoon, deputies said a recovery effort is underway.
Aside from aviation, Halladay helped coach several local youth baseball teams, including Calvary Christian High School's state champion team. He won the Cy Young Award, given to the league's top pitcher, in 2003 and 2010, before retiring in 2013. One of his many career highlights includes pitching the 20th ideal game in Major League Baseball history in 2010 during the regular season, and then in a division round matchup with Cincinnati, he threw the second no-hitter in postseason history.
In heartbreaking footage, Halladay's wife expressed her early trepidation of her husband's passion.
In addition to his prowess on the mound, Halladay was one of the most respected leaders in the game, with a work ethic that few could match even as he entered his mid-30s in a veteran-laden Phillies clubhouse.
Legendary Philadelphia Phillies pitcher Roy Halladay has died in a plane crash, according to officials.
This is a developing news story.