Two bodies have been retrieved from the scene of a horrific crash in which a light plane carrying five people hit DFO Shopping Centre and burst into flames.

Five people were in the plane and no one on the ground is believed to have been injured in the crash. The DFO was not due to open for another hour after the crash.

The plane got to about 30 metres, veered left and is understood to have put out two mayday calls before crashing just before 9am. Police said they suspected engine failure.

A witness, Ross Barker, said he saw the plane clip the centre's roof, cartwheel, and then smash through the centre's southern wall. The wreckage ended up in the centre's loading bay and caught fire.

The plane was a Beechcraft King Air chartered to carry five golfers to King Island. It was being operated by Corporate and Leisure Travel, who had hired it from MyJet in Bendigo, Bas Nikolovski, CEO of Australian Corporate Jets confirmed.

An Ambulance Victoria spokeswoman said "we assessed some people at the scene but we haven't treated or transported anybody".

"The people that we assessed were on the ground."

She could not confirm whether that meant all passengers had died.

Firefighters took more than 90 minutes to control the blaze before finally putting it out about 10.30am, an MFB spokeswoman said.

The Tullamarine freeway was closed so investigators could preserve debris that landed on the road.

Images on social media appear to show the plane hit the roof of the Essendon DFO shopping centre, which sits on the boundary of Essendon Airport.

Footage from the scene shows firefighters pouring water on a large hole in the centre's roof. Other parts of the roof appear to be on fire.

#BREAKING: Reports are coming in that a plane has crashed into the DFO at Essendon, Melbourne. Live stream: https://t.co/QssKuwEgXi #9News pic.twitter.com/fzSju1Dq1G

Daniel May said he was waiting for DFO to open, when he saw the plane come down.

"I was chatting to my friend waiting for DFO open and then saw the low flying plane come in and crash behind one of the stores," he told Fairfax Media.

"There was an orange explosion, and then smoke."

He said the plane crashed behind the JB Hi-Fi store.

"It seemed to crash in the space behind those stores and near the off-ramp of the highway. There was damage and wreckage and burning behind one of the stores, and it crashed at the back before the highway.

"Emergency crews rushed very quickly in, soon after, and I left the area."

Caller Frank told 3AW he saw the plane taking off.

"My heart's absolutely racing. I was just driving past under the Bulla Road Bridge. As I passed over the runway I saw to my right a small plane. It looked unusual, the way it was taking off did not seem right. And as I looked in my rear-vision mirror I saw a ball of flame – it looks like it's hit the DFO building.

"It was taking off to the right off the runway, it did not come over the freeway at all."

Plane crash at Essendon DFO Photo: Nine News

Debbie told 3AW she could see explosions and fire licking the side of the shopping centre.

"I'm directly opposite the crash. It's just billowing black smoke, it hit a furniture store. There are constant explosions going off, there is black smoke billowing up into the sky, there are flames leaping up the side of the building. It's terrible.

"It hit into the back of the building. Along the freeway side is a driveway for vehicles and loading docks, it's plummeted into the side of the building. There is a gaping hole in the side of the building."

Firefighters at the scene in Essendon. Photo: Jason South

 Collin Ting works at Cafe Chezzi inside the DFO food court and said he could see a lot of black smoke coming from near the airport.

"It's quite far from us, but I can see a plane has crashed near the entrance to the airport."

He said he had not yet been told to evacuate.

The Tullamarine Freeway is closed in both directions between English Street and Bell Street, and the Calder Freeway is closed in both directions between McNamara Avenue and Bell Street.

Ambulance Victoria confirmed the plane was not an air ambulance, as had earlier been reported on social media.

More to come.