The U-125 aircraft left a base in Kagoshima prefecture on Kyushu island in southwestern Japan in the early afternoon, said Yoshiyuki Sugiyama, head of the Air Self-Defence Force.
The small jet "disappeared from the radar", Sugiyama told a press briefing.
Public broadcaster NHK showed footage of helicopters searching forest-covered mountains for the aircraft, while military and emergency vehicles rushed towards the area.
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