When the aircraft stopped responding to air traffic control, F-16 fighter jets from Houston were scrambled by NORAD to intercept the stricken craft.
The Coast Guard has now sent out aircrews to where the plane could have crashed, about 118 nautical miles north of the Yucatan Peninsula.
The plane is registered to Edmond, Oklahoma-based Abide Aviation.
The pilot, identified as Bill Kinsinger, 55, of Oklahoma City, who is still missing, was a volunteer for the organization Pilots N Paws, which helps rescue animals nationwide.
A spokesperson for the Federal Aviation Administration said the privately-owned Cirrus S22T left Wiley Post Airport in Oklahoma City Wednesday at 2:19 p.m.
ORIGINAL REPORT: Coast Guard searching for missing plane near FreeportOn Thursday morning, the U.S. Coast Guard issued a statement saying they have three aircraft assisting in the ongoing search.
The F-16s became low on fuel and were replaced by two F-15 fighters from New Orleans.
Air traffic controllers said they failed to establish communication with the pilot, who monitors said they last observed on the same course, 15,000 feet off the coast of Freeport - about 200 miles northwest of Cancun.
"[Kinsinger is] a trained person, health guy doing this, and one day it's just over you know", Torgerson said.
"We've long said that flying rescue animals is a labor of love for our pilots; rescuing animals is Bill's passion", Quinn told the Washington Examiner in an email about Kinsinger. Crews continue to search for Bill Kinsinger over the Gulf of Mexico.
The investigation is now being headed by the US Coast Guard, the US State Department and Mexican authorities. Coast Guard is searching for his plane now. They say they believe that the pilot was flying at high altitudes, which can cause hypoxia. Pilots N Paws has a fleet of volunteer pilots with private planes who transport dogs in need of rescue, shelter or a new home.