The jet had been taking part in a military parade to commemorate Spain's national holiday and crashed on its return, a defence ministry spokesman said.
The representative of the Ministry of defense in comments to the Agency "France press" has confirmed the plane crash.
"As a outcome of the crash which occurred during the approach maneuver for landing, the pilot of the plane died", the ministry said in a tweet.
The pilot of the military plane that crashed in southeastern Spain earlier Thursday has died, the Spanish Defense Ministry said.
"Rest in peace, comrade. We won't forget you", it said, posting an image of the Spanish flag pinned with a black ribbon.
An Italian Air Force Eurofighter crashed into the Sea on Sept 24, after it lost control while performing a loop maneuver during a solo display as a part of the Terracina airshow. Spain's national day marks the date that Christopher Columbus first arrived in the Americas in 1492.