Halladay, an avid pilot, was the only person aboard his private plane, which crashed about 10 miles west of St. Petersburg, Fla., according to the Pasco County Sheriff's Office.
The office said Halladay had provided the funds for the agency to purchase a crime-fighting dog, known as "K9 Doc," after Halladay's nickname.
Halladay, an eight-time All-Star, pitched a no-hitter in his postseason debut. He won 203 games in his 16-year career — the first 12 with the
"You wouldn't know what Roy did because Roy would never tell you what he did," Pasco County Sheriff Chris Nocco said. "And that's the legacy of a great man."
Halladay had taken possession of the plane — an Icon A5 light sport aircraft — last month. On his Twitter feed, he had joyously posted pictures of his flights, and Icon had presented him with the first edition of the latest model of the plane.
"I've been dreaming about flying since I was a boy but was only able to become a pilot once I retired from baseball," Halladay said in an Icon publication last month.
The baseball world shared its sorrow on Twitter.
From the Phillies: "There are no words to describe the sadness that the entire Phillies family is feeling over the loss of one of the most respected human beings ever to play the game."
From Angels outfielder Mike Trout: "In shock over the terrible news about Roy Halladay... a pitcher I grew up admiring & rooting for. Praying for his family & friends."
From Dodgers pitcher Brandon McCarthy: "Roy Halladay was your favorite player's favorite player. A true ace and a wonderful person. Heartbroken for those who knew him best."
From Dodgers infielder Justin Turner: "Honored to have had the opportunity to step in the box against the Hall of Famer Roy Halladay. Sick to my stomach to hear the news."
From former major league pitcher Dan Haren: "I wanted to be Roy Halladay. I'm heartbroken, rest easy Doc."
From former major league infielder Michael Young: "Devastating. One of my favorite teammates ever. The blueprint for what a competitor looks like. RIP Roy Halladay. Heartbroken for his family."
From former major league outfielder Vernon Wells: "One of the best to ever do it. I had a front row seat to watch his greatness. RIP Doc."
From free-agent pitcher Huston Street: "RIP Roy Halladay, the greatest example of a true competitor and a true gentleman. May God Bless him and his family."
Halladay is scheduled to become eligible for the Hall of Fame in 2019. He is widely expected to be elected.
Follow Bill Shaikin on Twitter @BillShaikin
2:35 p.m.: This article was updated throughout with additional details, including Twitter reactions.