The plane, a Learjet 55, crashed at around 18:30 local time (23:30 GMT) after departing from Northeast Philadelphia Airport, the Federal Aviation Administration (FAA) said.
It crashed a short time later, less than four miles (6.4km) from the airport.
The FAA said in a statement that the flight was on its way to Springfield-Branson National Airport in Missouri, where it was stopping off before continuing to Mexico.
At first, the agency said two people were on the plane but later revised that to six.
The FAA and National Transportation Safety Board (NTSB) are investigating.
The plane had been on a medical transport mission, carrying a child patient and her mother, and four crew members.
Meanwhile, all six people on board the plane that crashed in Philadelphia last night were killed, a statement on behalf of Mayor Cherelle Parker says.
That includes a child and her mother, a doctor, a paramedic, a pilot and co-pilot.
BBC/ Titilayo Kupoliyi
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