Somalia's transitional government said the aircraft that landed on Wednesday was carrying land mines, bombs and guns from Eritrea for the Islamic militia that has taken control of the capital and much of the south of the country.
The aircraft was reportedly met by two senior Islamic commanders and another member of the Supreme Islamic Council of Somalia (SICS).
Fighters chased journalists from the heavily guarded facility where the aircraft landed.
The aircraft's tail carried a flag from Kazakhstan, a former Soviet republic that often makes its fleet available for charter.
The United States has expressed concern about the involvement of Eritrea, and neighbour Ethiopia, in Somalia.
Ethiopian troops have reportedly entered the country to protect the largely powerless transitional government based in Badoia.
The UN special envoy to Somalia, Francois Lonseny Fall, visited Baidoa on Sunday.
"During my discussions with the government, I got the clear impression that Ethiopian troops were around Baidoa, but not in the city," Fall said from his office in neighbouring Kenya.
The Islamic courts militia controls
Mogadishu and southern Somalia
Ethiopia and Eritrea fought a border war from 1998-2000 and have backed rebel groups to destabilise each other.
Somalia's transitional government has close ties to Ethiopia and the UN says Eritrea has reportedly backed the Islamic courts to counteract Ethiopia's growing influence.
Both countries deny being involved in Somalia, despite widespread witness accounts and reports by the UN.
In a report earlier this year, a UN committee monitoring the arms embargo on Somalia named Ethiopia, Eritrea and Yemen as countries backing the different factions fighting inside the country.
Another country went unnamed, but was widely believed to be the United States.
Eritrea's information minister, Ali Abdu, said on Wednesday that his country was not sending arms to the Islamic militia, but that Ethiopia was "exploiting the current situation in order to solve their historical dispute with Somalia".
Ethiopia and Somalia fought a war in the 1970s, but Somalia's president is allied with the country and has asked for its support.
"There are external parties involved on all sides," said Jendayi Frazer, the US state department's most senior Africa official. "This is a problem."
Somalia has been without an effective central government since militia commanders toppled Mohamed Siad Barre in 1991 and then turned on each other.
The government was established nearly two years ago with the support of the UN to serve as a transitional body to help Somalia emerge from anarchy.
The leadership, which includes some commanders linked to the violence of the past, has failed to establish any power since then.