Video shows as the jet was stopped by the Engineered Materials Arresting Systems, also known as EMAS.
EMAS is a lightweight crushable concrete at the end of short runways.
"Basically, it's a field full of very lightweight bricks, if you will," ABC News Aviation Analyst John Nance said. "They can take an airplane's landing gear and slow it down in a very short period of time."
The video shows as the Canadian Bombardier Challenger 300 goes beyond the runway, almost veering off onto a busy roadway.
The FAA said all four people on board walked away without serious injuries.
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Last week, a jet crashed through a fence at a suburban airport near Chicago.
Wheeling officials said the EMAS also stopped the jet from going onto a busy roadway at Chicago Executive Airport.
Officials said the pilot experienced some kind of mechanical issue when landing.
No injuries were reported.