A Federal Aviation Administration spokesperson told CNN a Cirrus S22T left Wiley Post Airport in Oklahoma City this afternoon and the pilot filed a flight plan to Georgetown, Texas.
The pilot did not land at its stated destination but rather continued on the same course.
It was unresponsive to air traffic control instructions, the official said. The aircraft was last observed on radar about 219 miles northwest of the Mexican city of Cancun at 15,000 ft., and was headed into the Gulf of Mexico.
Petty Officer Edward Wargo said the Coast Guard has launched a 144 Ocean Sentry search aircraft out of Corpus Christi following reports of an aircraft that lost contact over the Gulf of Mexico.
Wargo said the last known position was about 150 nautical miles off Texas' Gulf Coast, and there is no indication it crashed.
NORAD, the government agency which monitors US airspace, scrambled a pair of F-16 jets to meet the small aircraft after it failed to respond to the FAA, Air Force Capt. Chase McFarland told CNN.
The fighter jets were initially dispatched out of Ellington Field near Houston. When they came upon the aircraft but the pilot did not respond to their attempts to make contact. According to Chase, the F-16s tried to contact the pilot "via radio and flight maneuvers."
The fighters tailed the plane and were later relieved by a second set of fighters out of New Orleans, a pair of F-15s as the plane continued over the Gulf of Mexico.
Chase said there was only one person on board the small, single-propeller aircraft, but authorities do not know what caused the pilot to become unresponsive.
NORAD says they contacted Mexican authorities, the US Coast Guard, and the State Department after the second set of fighters ended their pursuit.