The Chautauqua County Sheriff's Office identified the dead as Allen Fuller, Valerie Holmes and Linda Edwards.
Local and federal authorities say the twin-engine Grumman American GA-7 was found near the town of Ellicott, about a mile east of Chautauqua County Jamestown Airport. The plane had taken off from Burlington, North Carolina.
Air traffic controllers lost contact with the plane shortly before 6 p.m. Sunday.
The Jamestown area was experiencing wind gusts of about 25 to 30 mph with light snow Sunday night.