The plane crashed at around midday on Saturday in the Kasberg ski resort area in Upper Austria, police said, Bernama reported.
The snow made the search for the downed aircraft difficult, a police spokeswoman told dpa.
After about two hours, the first pieces of the wreckage were discovered in the snow-covered region.
It took another two hours before the downed plane was found along with the bodies of the four occupants.
The identity of the deceased, the cause of the crash, and the exact route of the aircraft are unknown, police said.