The search is in progress since Thursday evening, continued overnight and will proceed on Friday.
Vytautas Beniušis, communication chief at Oro Navigacija, said the missing pilot was reported at 9 p.m. on Thursday. According to preliminary information, the man was due to land in Nida at around 6 p.m.
The search-and-rescue operation is carried out by the Lithuanian army's Air Force Sea Rescue Coordination Centre, the State Border Guard Service and the police.
The efforts involve an Air Force helicopter and naval vessels.