Premier League footballer Emiliano Sala was on a light aircraft which went missing over the Channel Islands, the French Civil Aviation authority said.
The £15m Argentine striker, 28, was one of two people on board the Piper Malibu which lost contact off Alderney in the Channel Islands on Monday night.
Cardiff City signed Sala for a record fee from French club Nantes on Saturday and Guernsey Police said there was “no trace” of the Cardiff-bound flight.
His family said they felt “desperate”.
Sala’s father, Horacio, told Argentine TV channel C5N, he heard the news from a friend.
“I didn’t know anything. I couldn’t believe it,” he said. “I’m desperate. I hope everything goes well.”
His mother Mercedes also told the station: “Here in Santa Fe, everyone is very emotional. We do not know what to think, it seems like a lie… the town is in shock.”
The plane left Nantes at 19:15 and had been flying at 5,000ft when it contacted Jersey air traffic control requesting descent, the force said.
The plane lost contact while at 2,300ft and disappeared off radar near the Casquets lighthouse, infamous among mariners as the site of many shipwrecks, 8 miles (13km) north-west of Alderney.
A spokesman for the French Civil Aviation Authority said the Piper PA 46 Malibu aircraft was French but had not been registered in France.
“We can confirm Emiliano Sala was on board,” he said.
“This morning, the French research started with one French national navy ship and one aircraft. The investigation will determined which authority will take the lead on the research.”
Sightings of red flares were reported during a lifeboat and helicopter search, but “nothing of significance was found”, a Channel Islands Air Search spokeswoman said.
Police said on Tuesday more than 100sq miles had been searched by five aircraft and two lifeboats. The search had resumed after being called off overnight “due to strengthening winds, worsening sea conditions and reducing visibility”.
Cardiff Airport confirmed the aircraft was due to arrive from Nantes but a spokeswoman said there were no further details.
Guernsey harbour master Captain David Barker said no distress call had been received and if the search continues into the night it is unlikely to have a good outcome.
“It’s far easier to see something on the surface in daylight,” he said. “We are looking for any traces of an aircraft, a life raft, persons in the water, life jackets.”
The Met Office said conditions were not “too intense” at the time the aircraft went missing but had become wetter and windier later in the evening.
John Fernandez, a reporter for BBC Guernsey, said it was a difficult area to search.
“A number of search vessels are out searching the area. It’s known for its strong currents – there are a number of shipwrecks,” he added.
“The search area is absolutely massive at the moment. They’re searching a number of different spots at the moment – they’re not sure whereabouts this plane might have gone down.”
Cardiff signed Sala for a club record fee after protracted negotiations with Nantes and he was due to join his new teammates for training on Tuesday.
He has been among the top scorers in France in recent years and had scored 13 league and cup goals this season, third behind Kylian Mbappe and Nicolas Pepe.
When his move to Cardiff was announced, he said: “It gives me great pleasure and I can’t wait to start training, meet my new teammates and get down to work.”
The most recent tweet from Sala’s account was a picture of him and his former team-mates, captioned “La ultima ciao”, or “the last goodbye”.
Sala began his playing career at Argentine side Club Proyecto Crecer, before moving to French club Girondins Bordeaux in 2012.
His previous side, Nantes, has postponed its games against Entente on Wednesday and St Etienne on Saturday, according to its match schedule.
Local journalist Arnaud Wajdzik said the atmosphere in Nantes is “very emotional”, and people planned to gather in the town square this evening for a vigil
Reacting to the news at Cardiff City Stadium, fan Christopher Jenkins, 45, of Caerphilly, said: “I was nearly crying with my wife – it’s a massive shock to everybody.”