There was no loss of life or damage to property on the ground, Defence spokesman SD Goswami told PTI.
The aircraft was to participate in IAF's day-night exercise 'Iron Fist' on February 22, he said.
Both the pilots bailed out safely, Mr Goswami said.
Superintendent of Police, Jaisalmer, Mamta Bishnoi said the crash took place in Chandan firing range.
It is the second crash involving IAF aircraft since January this year and the fifth since April last. A MiG 27 warplane had crashed last week in the western sector but its pilot had ejected safely.
Since their induction into IAF in the late 1990s, this is the fourth crash involving an SU-30 fighter plane.
So far, the Air Force has inducted Russian-origin 160 SU-30 planes. Another 112 such aircraft are to be inducted into IAF in phases.