Italy's foreign ministry said eight Italians were on board. Rivero's agency said the others included one American and five Venezuelans.
The U.S. Embassy said it had no immediate information about an American citizen on the plane.
The Los Roques islands are a popular tourism destination, with a national park and world-class scuba diving off white sand beaches.
The plane belonged to the company Transaven, a small Venezuelan airline that regularly flies to Los Roques, authorities said.