Aviation officials gave conflicting reports on the twin-engine plane's origin, destination and where it was last reported.
Jose Tomas Perez, director of the Dominican Civil Aviation Institute, said the aircraft sent an emergency signal before disappearing from the radar 35 minutes after taking off from the Dominican Republic at about 3:30 p.m. Monday. He said 11 people were on board
Perez said the plane was heading to the Turks and Caicos Islands but never arrived.
But the U.S. Federal Aviation Administration said the plane disappeared shortly after taking off from Providenciales in the Turks and Caicos.
Providenciales police Sgt. Calvin Chase said airport authorities are still trying to locate records to determine whether the plane ever landed there.
FAA spokeswoman Kathleen Bergen said the plane's destination was not immediately known.
"There's still a lot of unanswered questions here," Bergen said.
A U.S. Coast Guard spokesman, Nick Ameen, said rescuers searching for the plane were told it was expected to refuel in the Turks and Caicos. Relatives of those missing told the U.S. Coast Guard that the passengers were ultimately trying to reach New York, Petty Officer Barry Bena said.
The U.S. Coast Guard and other agencies were searching in the Atlantic Ocean about 4 miles (6 kilometers) west of West Caicos island but have not found any wreckage, Ameen said.
Bad weather in the area was causing large swells and low visibility, making the search difficult, Bena said.
The plane, a Britton-Norman Islander, was registered to a company called Puerto Rico Airline, based in Carolina, Puerto Rico.
The company's owner, Luis Perez, said the plane was for sale and was only supposed to be inspected in the Dominican Republic. He planned to report it as stolen.
The Dominican aviation official, Jose Tomas Perez, initially identified the owner as Atlantis Airlines.