The jet went down in the eastern district of Froideconche, the French military press office said in a statement that did not give the cause of the accident.
The 37-year-old Taiwanese officer's death came just two months before the experienced pilot was due to complete a two-year stint in France as part of a cooperation accord between the two countries, officials in Taiwan said.
Taiwan, which bought dozens of jet fighters from France in the 1990s in an arms deal that irked China, identified the airman as Lieutenant Colonel Wang Tung-yi.
"The plane lost contact not long after taking off. The cause of the accident was not immediately clear," said air force spokesman Lieutenant General Wu Wan-chiao.
The French air force said the dead officer was an experienced pilot with 1,300 hours of flying time under his belt. He was the only Taiwanese on training in France, they added.
Froideconche mayor Henri Passard said the crash site — about 10 kilometres (six miles) from an air base — had been sealed off by rescue services.
"They first need to find out what weapons were on board," he told AFP.
Taiwan purchased 60 Mirage 2000-5 in 1992 from French firm Dassault Aviation, with the last delivered in 2001, in an arms deal that upset China, which claims sovereignty over Taiwan and is bitterly opposed to the island's development of its military capacity.
Four of the jets sold to Taiwan have crashed in separate accidents, leaving 56 still in service.