Gilmer County Fire Chief Tony Pritchett told WSB-TV that three of those aboard are from that county and the pilot is from Ohio.
Maj. Paige Joyner of the Georgia Wing of the Civil Air Patrol said Tuesday that a search from the air and on the ground was under way.
She says the plane departed the Ellijay airport for a trip within a 50-mile radius of the airport.
Bergen says the flight had no contact with air traffic controllers.