A seven-year-old girl has walked free from the wreckage of a private plane that crashed in a wooded area of Kentucky, killing her parents and two others on board, US police say.

Police were alerted to Friday's crash when they received an emergency call from a local resident, they said in a statement on Facebook.

The 71-year-old man, Larry Wilkins, said he was watching television at about 6.30pm, when he heard a knock.

"She was bleeding pretty bad, her legs were bleeding, her face had a bloody nose. She was barefoot, only had one sock on," he told NBC News by telephone on Saturday.

"She told me that her mom and her dad were dead, and she was in a plane crash, and the plane was upside down," he added.

He said he got a washcloth to clean her wounds and immediately called emergency services.

The girl was distressed and taken to a hospital for treatment to non life-threatening injuries, State Police Sergeant Dean Patterson said in a statement.

Emergency crews raced to the area and later located the small plane.

"Investigators on scene confirm four fatalities at the crash site. The fatalities account for the pilot and remaining passengers," a subsequent police statement on Facebook said.