Former Yankees first baseman Mark Teixeira and former Cubs catcher David Ross remember playing against Roy Halladay and how competitive it was to face the Cy Young Award winner. (1:25)

Roy Halladay, a two-time Cy Young Award-winning pitcher who retired from baseball nearly four years ago, died when his plane crashed into the Gulf of Mexico on Tuesday. He was 40.

Halladay's ICON A5, a small, single-engine aircraft, went down around noon Tuesday off the coast of Florida, Pasco County Sheriff Chris Nocco said at a news conference.

The sheriff's office marine unit responded and found Halladay's body in shallow water near some mangroves. No survivors were found. Police said they couldn't confirm if there were additional passengers on the plane or where it was headed.

Nocco said the National Transportation Safety Board is investigating the crash.

"All of us at Baseball are shocked and deeply saddened by the tragic passing of former Toronto Blue Jays and Philadelphia Phillies pitcher Roy Halladay," MLB commissioner Rob Manfred said in a statement. "A well-respected figure throughout the game, Roy was a fierce competitor during his 16-year career, which included eight All-Star selections, two Cy Young Awards, a perfect game and a postseason no-hitter.

"On behalf of Major League Baseball, I extend my deepest condolences to his family, including his wife, Brandy, and two sons, Ryan and Braden, his friends and countless fans, as well as the Blue Jays and Phillies organizations."

Halladay received his pilot's license several years ago and tweeted photos last month of himself standing next to a new ICON A5 as part of the plane's marketing campaign.

In a story posted last month on ICON's website to promote the A5, Halladay said he had "been dreaming about flying since I was a boy but was only able to become a pilot once I retired from baseball."

In a video posted on ICON's website, Halladay said the terms of his baseball contract prevented him from having a pilot's license while playing and that his wife was originally against the idea of him getting the aircraft.

"Hard. I fought hard. I was very against it,'' Brandy Halladay said in the same video, before explaining why she eventually understood and approved of her husband's desire to have the plane. The video was removed from YouTube later Tuesday.

Halladay's father was a corporate pilot.

Roy Halladay had been flying the ICON A5, a two-seat "light-sport aircraft" that can land on water. WTVT-TV FOX 13 Tampa Bay/AP Photo

The A5 was a newer model from ICON, based in Vacaville, California. It's a two-seat "light-sport aircraft" that can land on water. Halladay had owned his ICON A5 for less than a month and was among the first to fly it, with only about 20 in existence, according to the website for ICON Aviation.

On May 8, two ICON employees, the company's lead test pilot and the director of engineering, were killed in a crash in an A5 in Napa County, California. The NTSB report indicated the probable cause was "the pilot's failure to maintain clearance from terrain while maneuvering at a low altitude."

"We were devastated to learn that former MLB pitcher Roy Halladay died today in an accident involving an ICON A5 in the Gulf of Mexico," the company said in a statement. "We have gotten to know Roy and his family in recent months, and he was a great advocate and friend of ours. The entire ICON community would like to pass on our deepest condolences to Roy's family and friends. ICON will do everything it can to support the accident investigation going forward, and we will comment further when more information is available."

Nocco said Tuesday that Halladay was a "personal friend of our sheriff's office" and that it is a "sad day for us here in Pasco County."

"Being a pilot, flying planes, that was his passion," Nocco said. "He would talk about it, about refurbishing planes."

Halladay was an eight-time All-Star who went 203-105 with a 3.38 ERA in his 16-year career with the Blue Jays and Phillies. He threw a perfect game with the Phillies during the 2010 season. And on Oct. 6 of that year, against the Cincinnati Reds in the National League Division Series, he became only the second pitcher to throw a postseason no-hitter, joining Don Larsen, who accomplished the feat for the New York Yankees in the 1956 World Series.

In a statement, the Phillies said, "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 to ever play the game." Added team chairman David Montgomery of Halladay at a news conference later Tuesday: "All-Star pitcher. All-Star person. All-Star father and family man."

Halladay signed a one-day contract with Toronto in December 2013 so he could retire as a member of the Blue Jays, the team with which he spent the first 12 years of his career.

"The Toronto Blue Jays organization is overcome by grief with the tragic loss of one of the franchise's greatest and most respected players, but even better human being," the team said in a statement. "It is impossible to express what he has meant to this franchise, the city and its fans. Our thoughts and prayers are with his family and friends."

Halladay won the 2003 American League Cy Young Award and went 148-76 with a 3.43 ERA in 12 seasons with the Blue Jays. He was traded to the Phillies after the 2009 season and won the NL Cy Young in 2010.

He is eligible for the Hall of Fame in 2019.

In recent years, Halladay had become a mental coach for Phillies minor leaguers. Rather than work on pitching mechanics, he worked with them on the mental approach to pitching -- tutelage that some called invaluable.

Several of Halladay's former teammates and opponents offered their condolences on social media after learning about his death.

Such a sad day. We lost a great ball player but an even better human being. Many prayers to Brandy, Ryan, & Brayden. We will miss you Roy. — Ryan Howard (@ryanhoward) November 7, 2017

"When he smiled, it could definitely light up the room," former Phillies first baseman Ryan Howard said of Halladay on SportsCenter. "He could play a trick on someone and you not see it coming. He was a selfless guy. Loved his sons, loved his sons to death. He was a very giving, open person, very down-to-earth guy."

Cole Hamels, the former Phillies left-hander, spoke about his teammate on Tuesday while at Citizens Bank Park.

"In order to be great at something, you have to have mentors, and he was one for me," Hamels said. "I watched from afar with being here and him being in Toronto. We got to see him pitch in spring training and then watching during the season; he was the greatest of that decade, he was the greatest pitcher. You wanted to watch him, see how he attacked hitters. What was he doing different, why was he so great? Then to finally play catch with him and see he had a purpose. Behind everything he did, he had a purpose.

"You have very small, short moments in life to do something great, so you have to maximize it, and he did. He made everybody better. I think that is what you noticed. Wasn't just Roy Halladay is coming into pitch. Roy Halladay brought a team with him to win. He made everyone rise up to the best of their abilities. What he did here was something special. You didn't miss those moments when he pitched. When you had Roy Halladay on the mound, you didn't miss an inning, you didn't miss a pitch. You were watching every moment."

play 2:01 Hamels on Halladay: 'He means a lot to all of us' Cole Hamels reflects on the life of his former teammate Roy Halladay.

Halladay also had a special bond with former Phillies catcher Carlos Ruiz.

"Roy was one of the greatest pitchers I ever caught, and an even better person and friend," Ruiz said. "I wanted to win more for him than myself. I will miss him very much. My thoughts and prayers are with his family and loved ones and all those, like me, who truly admired him."

Other baseball players to die in plane crashes include Pittsburgh Pirates star Roberto Clemente in a relief mission from Puerto Rico, while traveling to earthquake victims in Nicaragua on New Year's Eve in 1972; Yankees catcher Thurman Munson, while piloting his own plane near his home in Canton, Ohio, in 1979; and Yankees pitcher Cory Lidle, while piloting his own plane in New York City in 2006.

Halladay was nominated several times for the Roberto Clemente Award, given by Major League Baseball to players for sportsmanship and community involvement. The Halladay Family Foundation has aided children's charities, hunger relief and animal rescue.

"Many of you know Roy as a Cy Young winner, future Hall of Famer, one of the best pitchers ever to pitch the game of baseball," Nocco said. "We know Roy as a person, as a caring husband who loved his wife, Brandy. He loved his two boys tremendously ... and we are so sad for your loss."

According to the Tampa Bay Times, Halladay had resided in Odessa, Florida, since he retired and had coached youth baseball teams there. In the spring, he was a volunteer assistant at Calvary Christian High, where his son Braden was a sophomore on the undefeated team, which won a state title.

The Associated Press contributed to this report.