Former Phillies pitcher Roy Halladay. [Photo/Agencies]

HOLIDAY, Florida - Roy Halladay, a two-time Cy Young Award winner who pitched a perfect game and a playoff no-hitter for the Philadelphia Phillies, died on Tuesday when his private plane crashed into the Gulf of Mexico.

He was 40.

Pasco County sheriff Chris Nocco told a media conference that Halladay's Icon A5 went down around noon off the coast of Florida.

The sheriff's office marine unit responded and discovered Halladay's body in shallow water. No survivors were found.

Police said they couldn't confirm if there were additional passengers on the plane or say where it was headed.

The National Transportation Safety Board is investigating.

Halladay, who retired after the 2013 season, was an amateur pilot who often posted on social media about small planes.

"I have dreamed about owning an A5 since I retired! Real life is better than my dreams!!" Halladay tweeted on Oct 13.

The aircraft company had posted a video with Halladay trying out a new plane. The video showed Halladay taking delivery of a new Icon A5, a two-seat "light-sport aircraft" that can land on water.

In the video, Halladay said the terms of his baseball contract prevented him from having a pilot's license while playing, and that his wife was originally against the idea of him getting the aircraft.

"She's fought me the whole way," Halladay said.

"Hard. I fought hard. I was very against it," Brandy Halladay said in the same video, before explaining why she eventually understood and approved of her husband's desire to have the plane.

Halladay spent 12 seasons with the Toronto Blue Jays followed by four seasons with the Phillies. He was 203-105 with a 3.38 ERA and an eight-time All-Star.

"Such a sad day," former Phillies first baseman Ryan Howard tweeted. "We lost a great ball player but an even better human being."

Other baseball players to die in plane crashes include Pittsburgh Pirates star Roberto Clemente in a relief mission traveling to earthquake victims in Nicaragua on New Year's Eve in 1972; New York Yankees catcher Thurman Munson piloting his own plane near his home in Canton, Ohio, in 1979; and Yankees pitcher Cory Lidle, piloting his own plane in New York City in 2006.

Halladay was nominated several times for the Roberto Clemente Award, given by Major League Baseball to players for sportsmanship and community involvement.

The Halladay Family Foundation has aided children's charities, hunger relief and animal rescue.

A 6-foot-6 right-hander, Halladay was a throwback on the mound. Durable and determined to finish what he started, he won the AL Cy Young in 2003 after going 22-7 and the NL prize in 2010 after going 21-10.

"You know, if my career's two years, three years shorter than it could have been because I wanted to go out and pitch deep into games, I'm fine with that," he said in a retirement news conference.

AP