By Agence France-Presse
The air force said an investigation team would be formed to look into the crash in the town of Butterworth involving the Beechcraft B200T turboprop.
Its statement gave no further details.
Local reports said the plane was being used for training at the time.
In May a Malaysian air force Aermacchi MB339CM jet crashed in a small town in the rural state of Pahang but there were no casualties.