A news release from Tyndall Air Force Base says the jet was on a routine training mission over the Gulf yesterday morning when the Florida Panhandle base lost contact with the pilot.
Aircraft and rescue forces were immediately sent to the missing jet's last known location.
No wreckage has been found, but officials are working under the assumption that the plane went down in the water. The US Coast Guard is leading the search.
325 Fighter Wing Vice Commander Col Mark O'Laughlin says in the news release that finding the pilot is their top priority.