According to the agency, the incident happened around 7:05 pm (local time) at the plant located at 15200 Industrial Park Blvd. NE. Pictures from the scene of the crash show heavy smoke, with several tractor trailers damaged.
It is about eight-tenths of a mile southeast of the eastern edge of the runway at Covington Municipal Airport.
Reporter on the scene Denise Dillon revealed the authorities at Covington said that the plane exploded on impact and no one aboard survived.
She tweeted: “Covington authorities give update on plane crash at General Mills plant. They say the plane exploded on impact. No one aboard survived.”
According to the witnesses, they heard explosions following the crash.

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FOX5 said that the authorities say the plane crashed into some trailers at the General Mills facility, after taking off from the Covington airport.
Photos show a plume of thick heavy smoke coming from the plant and several tractor-trailers damaged.
The crash appears to have been outside the plant, but the extent of damage has not been fully assessed.
Captain Ken Malcom with the Covington Police Department told the news agency: “At 6:45 pm, according to the witnesses, a plane took off from the Covington airport, hitted in a north-easterly direction.
“According to the witnesses, they believe the plane was having engine trouble.
“Suddenly, the plane waved to the right and immediately came down and crashed into the lawn behind us. This is the General Mills plant.
“The plane went down in an isolated area. There were no injuries from the one here on the ground but, this is a devastating crash, and there are no survivors.”