The plane went down in the Sycamore Canyon Open Space Preserve, north of Santee, at about 10 p.m. Saturday.
There was no word on what caused the single-engine Lancair IV-P to crash. But officials say the plane was homemade, built from an aircraft kit no longer in production.
The plane was on its way from San Diego's Montgomery Field to Phoenix when it crashed.
A 65-year-old Phoenix man, who was piloting the plane, his 53-year-old wife and 19-year-old daughter were killed. Their names were not released.
The Federal Aviation Administration and the National Transportation Safety Board are investigating the incident.
The Associated Press contributed to this report.