Nunavut RCMP Cpl. Yvonne Niego (NYE-go) says a search began Wednesday night after an emergency beacon was activated in the Hudson Bay area.
Mounties got a call that airplane-like debris was located about 500 kilometres east of Churchill, Man.
There is no sign of the pilot, who was the sole person on board.
Niego says this time of year the water is quite cold and the potential for survival is not very promising.
Nunavut RCMP, the Transportation Safety Board and the Nunavut Coroner's Office are investigating.