Lidle had repeatedly assured reporters in recent weeks that flying was safe and that the Yankees - who were traumatized in 1979 when catcher Thurman Munson was killed in the crash of a plane he was piloting - had no reason to worry.
His teammates were stunned at the news of the crash.
"Right now, I am really in a state of shock," Jason Giambi said in a statement. "I have known Cory and his wife Melanie for over 18 years and watched his son grow up. We played high school ball together and have remained close throughout our careers. We were excited to be reunited in New York this year and I am just devastated to hear this news."
On Sunday, the day after the Yankees were eliminated from the playoffs, Lidle cleaned out his locker at Yankee Stadium and said he planned to fly back to California, making a few stops. Lidle had reserved a room for Wednesday night at the historic Union Station hotel in downtown Nashville, Tenn., hotel spokeswoman Melanie Fly said.
Family and friends converged on Lidle's home in the Los Angeles suburb of Glendora, Calif., where he and his family moved about six years ago.
"This is a tragedy for everybody involved," said his mother-in-law Mary Varela, her eyes welling with tears.
Lidle's twin brother, Kevin, told CNN's "Larry King Live" the family was having a tough time.
"But what can you do? Somehow you hang in there and you get through it," he said. "I've had a lot of calls from friends and family, people calling and crying. And they've released some emotions, and I haven't done that yet. I don't know - I guess I'm in some kind of state of shock."
Lidle pitched with the Phillies before coming to the Yankees. He began his career in 1997 with the Mets and also pitched for Tampa Bay, Oakland, Toronto and Cincinnati.
Wednesday afternoon, his plane came through a hazy, cloudy sky and slammed into apartments that were 30 and 31 stories above the street, but the floors are numbered at 40 and 41, and go up to 50, even though the building is technically about 40 stories high.
The crash touched off a raging fire that cast a pillar of black smoke over the city and sent flames shooting from four windows on two adjoining floors. Firefighters put the blaze out in less than an hour.
At least 21 people were taken to hospitals, most of them firefighters. Their conditions were not disclosed.
Dr. Parviz Benhuri said his wife, Ilana, was home when the plane hit their window, breaking the glass and spewing flames.
"She told me she saw the window coming out and she ran. She's in shock. She's lucky she made it. It's a miracle," he told The New York Times.
Large crowds gathered in the street in the largely wealthy New York neighborhood, with many people in tears and some trying to reach loved ones by cell phone. Rain started pouring at around 4 p.m., and people gazed up at the smoke and fire as they covered their heads with plastic bags; earlier, parts of the plane fell to the ground.
"I just saw something come across the sky and crash into that building," said Young May Cha, 23, a medical student who was walking along 72nd Street. "There was fire, debris ... The explosion was very small."
The military scrambled fighter jets over New York and other major cities immediately after the crash. Adm. Timothy Keating, commander of U.S. Northern Command, told The Associated Press military officials knew it likely wasn't a terrorist act "about a half an hour after it happened."
"My first reaction when I saw an airplane going into a building in New York City was, 'Oh no, we've got another 9/11,'" he said.
Mystery writer Carol Higgins Clark, daughter of author Mary Higgins Clark, lives on the 38th floor of the building and was coming home in a cab when she saw the smoke. She described the building's residents as a mix of doctors, lawyers and writers, and people with second homes.
Lidle talked often of his love of flying, describing it his escape from the stress of professional baseball and a way to see the world in a different light.
A small plane with New York Yankees pitcher Cory Lidle aboard crashed into a high-rise condominium tower Wednesday on the Upper East Side, killing at least four people and raining flaming debris on...
FAA spokeswoman Laura J. Brown said Thursday the agency has decided to review guidelines and flight restrictions.
The NTSB investigators said they still do not know whether Corey Lidle, a pitcher for the New York Yankees, or his flight instructor was piloting the plane at the time of the Oct. 11, 2006, crash.