Two people have died after a small plane crashed into a hangar at an airport in South Australia, authorities say.

The aircraft burst into flames at Parafield Airport in Adelaide after it crashed on Wednesday afternoon local time.

South Australian premier Peter Malinauskas wrote on social media that a "number of others" have been injured.

The plane involved was a twin-engine Diamond DA42, according to the Australian Transport Safety Bureau (ATSB), which has launched an investigation into the accident.

According to the manufacturer's website, each Diamond DA42 aircraft can seat up to four people.

The South Australian police said in a statement that "the immediate area has been evacuated as emergency services deal with the incident".

A statement posted on Parafield Airport's social media said a "serious incident" had occurred at the airport and it was "providing full support to the emergency services in their response to this incident".

Malinauskas wrote on social media that his "thoughts are with the families and loved ones of those who have passed away, and with everyone affected by this devastating event".

"The fire in the hangar has now been extinguished, and the airfield has been closed," he said. "Emergency services remain on the scene and continue to respond with professionalism and urgency."

Parafield Airport is known to be used by light aircraft and is home to several flight training schools. It's one of the country's busiest airports in terms of aircraft movement.

In January, a student pilot escaped unharmed after their plane crashed and caught fire at the airport.