The plane went down in a field in McHenry County near U.S. Route 14 at about 10:30 a.m., the Chicago Tribune reported.
The plane was operating on "visual flight rules," the FAA said, adding no departure or destination information was available.
Crystal Lake Fire Rescue Lt. Dan Grischow said crews were on the scene and no one on the ground was hurt.
A spokesman for the Lord and Savior Lutheran Church and School, which is across the street from the crash site, told the Tribune the plane "disintegrated" on impact.
"The only thing really visible is a parachute that is struck in the tree line that is sort of hanging over part of the scene," the school spokesman said.