Authorities have confirmed that former Major League Baseball pitcher Roy Halladay died in a small plane crash in the Gulf of Mexico off the coast of Florida.

Pasco County Sheriff Chris Nocco said during a news conference that Halladay's ICON A5 went down about noon Tuesday [Wednesday morning NZT] near Holiday, Florida.

The sheriff's office marine unit responded to the downed plane and found Halladay's body. No survivors were found.

They said they couldn't confirm if there were additional passengers on the plane or say where it was headed.

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Halladay retired in 2013 after 12 seasons with the Toronto Blue Jays followed by four seasons with the Philadelphia Phillies.

He won two Cy Young Award - one in each league.

Halladay recently gained his pilot's licence.

"We are numb over the very tragic news about Roy Halladay's untimely death," the Phillies said in a statement. "There are no words to describe the sadness that the entire Phillies family is feeling over the loss of one of the most respected human beings to ever play the game. It is with the heaviest of hearts that we pass along our condolences to Brandy, Ryan and Braden."