Airport manager Dennis Rouleau said he believed the two male victims were the plane's pilot and co-pilot.
Video footage of the crash scene shows the plane broke up in the Des Plaines River near the Wheeling Airport, about 50 kilometers northwest of Chicago.
Fire department officials said there were two different areas that contained debris from the crash.
The Learjet was making an approach to a runway at the airport about 1:30 p.m. when it went down.
Rouleau said the plane was going to the airport to pick up cargo and that he believed the plane was empty when it crashed.
The Federal Aviation Administration (FAA) said that the plane's tail number is N720RA and that a pilot and co-pilot were on the plane. The agency did not know the plane's departure airport.
Airport spokeswoman Laura Witlox said it was a Royal Air cargo jet. The FAA and the National Transportation Safety Board are both investigating the incident.
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