There was no immediate news on the fate of the pilot.
The fighter plane, assigned to the Naval Strike and Air Warfare Center in Fallon, in western Nevada, crashed at approximately 3:00 pm (2300 GMT) on Saturday on a training range some 112 kilometers (70 miles) east of Naval Air Station Fallon.
"The Navy has not officially confirmed the status of the aircraft crewmember. The aircraft was conducting a training flight prior to the crash," the statement read.
It added: "A safety investigation will be carried out to determine the cause."
Boeing-built Hornets, used as attack planes and as a fighters, have been in service since the 1980s.
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