The Antonov An-148 plane operated by the domestic Saratov Airlines was flying to Orsk, a city in the Urals, and crashed in the Ramensky district on the outskirts of Moscow.
"Sixty-five passengers and six crew members were on board, and all of them died," Russia's office of transport investigations said in a statement.
News agencies said witnesses in the village of Argunovo saw a burning plane falling from the sky.
President Vladimir Putin offered "his profound condolences to those who lost their relatives in the crash," his spokesman Dmitry Peskov said.
Russia has seen record high snowfall in recent days and visibility was reportedly poor.
The Russian-made plane was reportedly seven years old and bought by Saratov Airlines from another Russian airline a year ago.
Russian media reported that the emergency services were unable to reach the crash site by road and that rescue workers walked to the scene on foot. Emergency services said in a statement that more than 150 rescue workers were deployed to the site.
The transport investigations office said the plane disappeared from radar screens around four minutes after take-off.
The governor of the Orenburg region, where the plane was flying to, told Russian media that "more than 60 people" on board the plane were from the region.
Prosecutors opened an investigation into Saratov Airlines following the crash. Russia's Investigative Committee will consider all possible causes, RIA Novosti news agency reported.
Saratov Airlines was founded in the 1930s and flies to 35 Russian cities. Its hub is Saratov Central Airport in southern Russia.
Andrei Odintsov, the mayor of the city of Orsk, told Russian state television that six psychologists and four ambulances with medics are working with the relatives in the small airport.
Orsk is the second biggest city in the Orenburg region, near Russia's border with Kazakhstan.
Russia has suffered numerous plane crashes, with airlines often operating ageing aircraft in dangerous flying conditions.
A light aircraft crashed in November in Russia's far east, killing six people on board.
In December 2016 a military plane carrying Russia's famed Red Army Choir crashed after taking off from the Black Sea resort of Sochi, killing all 92 people on board.
Pilot error was blamed for that crash.
In March 2016, all 62 passengers died when a FlyDubai jet crashed in bad weather during an aborted landing at Rostov- on-Don airport.
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