The Kazakh Prosecutor-General's office listed 21 people as having been killed. The SCAT airline said the plane carried 20.
The accident highlights persistent concerns over aviation safety in Kazakhstan, almost all of whose airlines are banned from flying to Western Europe.
Officials said the plane, flying in from the northern city of Kokshetau, disappeared from radar view at around 13:13 p.m. local time (0713 GMT), more than 20 minutes after it has been scheduled to land.
State news agency Kazinform cited an emergency official at the site of the crash as saying the plane was initially denied permission to land by the airport due to poor visibility.
The plane then made a second approach, but lost its bearings and crashed a few miles from the airport, the official said.
SCAT said the cause for the crash will not be determined until flight recorder data are examined.
Unusually intense snowfalls and fog have been causing chronic flight delays across the Central Asian nation over the past few weeks.
Kazinform reported that the plane had undergone repairs in Slovenia four months ago.
The General Prosecutor's Office said it is opening a criminal investigation into the airline, which is usual in such cases. Prime Minister Serik Akhmetov ordered the creation of a state commission to investigate the crash.
In a statement on his official website, President Nursultan Nazarbayev expressed his sorrow for those killed.
"On behalf of the people of Kazakhstan and myself, I express deep condolences to the bereaved families," the statement said.
This is the second major aircraft accident recently in Kazakhstan. In December, 27 people died when a Russian-made An-72 military plane crashed near the southern city of Shymkent during violent snowstorms.
SCAT, which is based in Shymkent, is banned from flying within the European Union. The company operates regional flights within Kazakhstan, a country of 16.5 million people spread across an area four times the size of Texas.
Many of Kazakhstan's airlines still operate old Soviet-era planes and some regional airports are poorly maintained. EU officials are also concerned about poor training of staff.
Only one airline in Kazakhstan, state-owned Air Astana, is authorized to fly to the EU.
Copyright 2013 The Associated Press.