Television footage showed the charred wreckage scattered in several pieces in a remote desert area on the Gila River Indian Community.
Parts of the plane still were smoldering an hour after the crash, which occurred about 2:30 p.m. MST.
Federal Aviation Administration spokesman Ian Gregor said the wreckage was near the Sacaton Rest Area, about 40 miles southeast of Phoenix.
The AV-8B Harrier was based out of Marine Corps Air Station Yuma, but base officials referred all calls to the Marine Corps Air Station Miramar in California.
Miramar officials released a statement Friday night stating that an investigation will be conducted to determine the cause of the crash.
A tweet posted on Miramar's website read: "Thankfully the pilot is safe and doing well."
A spokesman for the Gila River Indian Community said the pilot was the only person aboard and suffered only a nose laceration.
The pilot, whose name wasn't released, was taken to a hospital for observation.
Tribal police Detective Robert Hawkes said the crash scene was secured for more than a mile "so any evidence is kept intact." He said the cause of the crash was not yet known.