The crash remains under investigation and the pilots' names have not been released. Marine officials asked that public respect the families' privacy.
"Our condolences go out the families and friends of our two pilots who were lost last night in Yuma" the statement reads.
The pilots were conducting a routine training mission at the time of the crash as part of the Marine Corps' Weapons and Tactics Instructor course, which prepares aviators for combat missions.
No additional details about the accident were immediately available.
This is the Marine Corps' fourth Class A aviation mishap since October. Class A mishaps are those that result in the loss of life or at least $2 million in damages to the aircraft.