A photo from the crash site showed the shattered, partly burned wreckage of the plane on a steep mountainside.
The site was so precarious that soldiers had to use special mountaineering equipment to reach the wreckage, said Baja California Sur state's interior secretary, Armando Martinez Vega.
Federal transportation Secretary Gerardo Ruiz Esparza wrote in his Twitter account that the single-engine propeller plane carried a pilot and 13 passengers.
Martinez Vega said the bodies of those aboard had been found, but the task of transporting them to the nearest morgue would be difficult.
The plane was operated by a small local carrier. All those aboard are believed to have been Mexican citizens. It took off from the Baja beach town of Loreto amid bad weather caused by Tropical Storm Octave on Monday and disappeared shortly afterward.
The cause of the crash was under investigation.