The twin-engine plane went down Wednesday night in the Superstition Mountains. Witnesses reported seeing a fireball and an explosion.
The dead included pilot Shawn Perry, 39, his two sons and his daughter, Babeu said. Morgan Perry, 9, Logan Perry, 8, and Luke Perry, 6, lived with their mother in the community of Gold Canyon in Pinal County. Their father lived in Safford in southeastern Arizona and owned a small aviation business there.
He had flown to the Phoenix suburb of Mesa with another pilot who co-owned the company and a company mechanic to pick up the children for Thanksgiving. The plane was headed back to Safford when it crashed.
The other pilot was identified as Russell Hardy, 31, of Thatcher, Ariz., and the mechanic was Joseph Hardwick, 22, of Safford.
There was no indication the plane was in distress or that the pilot had radioed controllers about any problem, the sheriff said.
It was very dark at the time, and the plane missed clearing the peak by only several hundred feet. The aircraft slammed into an area of rugged peaks and outcroppings in the Superstition Mountains, 40 miles east of downtown Phoenix, at about 6:30 p.m. Wednesday, authorities said.
The plane crashed near a peak known as the Flat Iron, close to Lost Dutchman State Park, according to sheriff's officials.
There was no indication the plane was in distress or that the pilot had radioed controllers about any problem, investigators said.
It was very dark at the time and the plane missed clearing the peak by only several hundred feet.
The Associated Press contributed to this story.