Two other bodies were found at the crash site in the sea near Paraty, some 250km (160 miles) south of Rio de Janeiro.
Teori Zavascki , 68, was overseeing a massive corruption investigation at the state oil company, Petrobras. Dozens of politicians have been arrested as part of the inquiry, known as Operation Car Wash, over the past two years.
Prosecutors say politicians were paid vast amounts in exchange for granting lucrative contracts to private companies that had overcharged Petrobras. "The curve the pilot was making seemed too severe," one eyewitness, Lauro Koehler told local media. "But the plane kept curving, to the point that my wife screamed, 'It's going to crash!' Then the plane dropped into the sea."
President Michel Temer has declared three days of national mourning following Mr Zavascki's death, calling him "a good man, and a (symbol of) pride for all Brazilians".