Bleeding and alone, 7-year-old Sailor Gutzler had just survived a plane crash that killed her family. She walked through about a mile of woods, wearing only a short-sleeve shirt, shorts and no shoes in near-freezing temperatures, then saw a light in the distance.

The beacon led her to Larry Wilkins' home, police said, and she knocked on the door. Wilkins answered to find a thin, black-haired girl, whimpering and trembling.

"I come to the door and there's a little girl, 7 years old, bloody nose, bloody arms, bloody legs, one sock, no shoes, crying," Wilkins, 71, told The Associated Press. "She told me that her mum and dad were dead, and she had been in a plane crash, and the plane was upside down."

Federal Aviation Administration officials arrived at the scene Saturday to try to determine why the small Piper PA-34 crashed on Friday evening, killing four people, including the girl's parents, Marty Gutzler, 48, and his wife, Kimberly Gutzler, 46, authorities said.

Also killed were Sailor's sister Piper Gutzler, 9; and cousin Sierra Wilder, 14. All were from Illinois.

The plane reported engine trouble and lost contact with air traffic controllers shortly before the crash, authorities said. Controllers had tried to direct the pilot to an airport 8 to 11 kilometres from the crash scene, authorities said.

About 40 minutes later, emergency dispatchers received a call from Wilkins. He told the AP he brought the girl inside, got a washcloth and "washed her little face off and her legs."

"Brave little girl, outstanding little girl," he said. "I feel real bad for her."

The girl had a broken wrist, but was coherent and calm when interviewed by authorities, Kentucky State Police Lt. Brent White said.

White and Wilkins described the terrain she walked through as heavily wooded with thick brush. White said the girl traversed two embankments, a hill and a creek bed. Wilkins said the temperatures were below 5 degrees Celsius when the girl showed up at his door.

"She literally fell out of the sky into a dark hole and didn't have anybody but her own will to live and get help for her family," White said. "Absolutely amazing."

The girl was treated at a hospital and released early Saturday to a relative, Kentucky State Police said.

The FAA said the plane had taken off from Florida and was bound for Illinois.

Attorney Kent Plotner, who was serving as family spokesman, said the family was devastated by the loss.

"We ask that you respect our privacy at this difficult time. Please pray for us, especially for Sailor Gutzler," the family said in a statement.