The pilot's name was not immediately released.
The Arizona Republic said the pilot was assigned to the 62nd Fighter Squadron and was on a training flight. "The status of the pilot is unknown," Luke spokeswoman Mary Jo May said, adding that other details were not immediately available.
May said a board would be appointed to investigate the crash, which occurred around noon in the Buckskin Mountains.
Friday's crash was only the latest in a series of F-16 mishaps out of the base, most non-fatal. The newspaper said the exception was a Singapore pilot in training who was killed in 2004.