In an earlier statement, the ministry had said the pilot managed to eject before his single-seater light attack aircraft crashed. The Spanish-built C-101 crashed around 9.40 a.m. (0740 GMT) Monday during a training flight.
The ministry gave no further details regarding the pilot or the accident. Videos on Spanish National Television showed a plane nose-diving into the sea some distance from a beach in the Manga de Mar Menor tourist area.
Emergency services dispatched rescue vessels to search for the airman.