Massachusetts plane crash kills 2 January 16, 2012 -- Updated 0144 GMT (0944 HKT) The pilot reported smoke in the cabin before losing contact with controllers The pilot then said the smoke cleared The National Transportation Safety Board will investigate (CNN) -- A small plane crashed off Cape Cod, Massachusetts, on Sunday, killing both people on board, authorities said. The pilot of the aircraft reported smoke in the cabin, then said it cleared, before losing contact with controllers, said Federal Aviation Administration spokesman Jim Peters. The U.S. Coast Guard searched for the plane, which took off from Martha's Vineyard and may have been headed to Hyannis. The flight had been a training flight and the only people on board were the instructor and a student pilot, Peters said. Their bodies found off the coast of Brewster, he said. Identities were not released. Video from CNN affiliate WCVB showed emergency personnel wading into the ocean with a stretcher. "It's a sad way to end a flight," said Lt. j.g. Jared Carbajal, a Coast Guard pilot. It's certainly not the outcome we were hoping for, but I just hope the families will be able to have some closure. The cause of the crash was not immediately clear. The National Transportation Safety Board will investigate, said Peters.