There were 65 passengers and six crew members onboard the plane which went missing from radars less than 10 minutes after taking off from Moscow's Domodedovo airport, TASS reported.
The plane - a short-haul regional Antonov AN-148 - was bound for the Russian city of Orsk in the Orenburg region that borders Kazakhstan.
Russian state TV channel Rossiya-24 showed footage of fragments of the plane in a snow-covered field.
"Debris has been found, there are no survivors," TASS quoted a source as saying.
It was not immediately clear what caused the crash. The Russian Transport Ministry was considering various possible reasons, including weather conditions and pilot error, Interfax said.