
The two planes came down in sand dunes near the Kenfig Nature Reserve in Porthcawl shortly before 11 a.m. Officers said they could not yet confirm how many people had died.
"We cannot at this stage confirm further details of the aircraft involved or details of any the aircrafts' occupants," said Superintendent Tim Jones.
"A full investigation is ongoing to establish the circumstances of this tragic incident."
The Air Accidents Investigation Branch had also launched an inquiry into what happened.
Witnesses reported that the two aircraft had collided.
"I watched them for a few minutes and then the second one just hit him," Reena Callingham told the BBC.
"I just couldn't believe it. At first there wasn't an explosion straight away but then there was. They just went down."
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