Firefighters called to the scene at 12.41pm found four people in the wreckage of the aircraft, a spokeswoman for Essex Fire Brigade said.
Firefighters tried to cut the pilot and passengers free from the wreckage but it was too late to save them.
The aircraft hit an electricity pylon before crashing into the ground, she said. It was understood that power to homes in the area was cut off.
A spokeswoman for Stapleford Flying Club, at Stapleford Tawney said the people in the aircraft were club members returning from a rally flight over the coast at Dover. The accident occurred one and a half miles north of Stapleford aerodrome.
Aircraft controllers at the aerodrome alerted police after they lost radar and radio contact with the aircraft. It is not known whether a mayday call was sent.
Essex Police said the dead were three men and a woman. "Apparently the aircraft was approaching the airfield when it hit some power cables and came down in a field," a police spokesman said.
Two of the dead were found in the wreckage and the other two had been thrown out of the aircraft, believed to be a Robin 210.
"We have a pretty good idea who two of them are," the spokesman said. "But we are still trying to track down the next of kin of the two others."
All four victims are believed to be from the east London area.
A London ambulance spokesman said: "The London air ambulance was here but it left the scene as soon as they realised there was nothing they could do."
Last night air Accident Investigation Branch officers were sifting through the wreckage to try to find the cause of the accident.
The aircraft crashed through power lines, cutting off electricity supplies to a number of homes in the area.
A spokeswoman for Eastern Electricity said power was expected to be restored to homes late yesterday.Reuse content