Dati said Agagu's casket and the black box that records data from the aircraft had been recovered.
The pilot detected a fault soon after taking off and tried to return to the airport for an emergency landing but did not make it, said another police official, who spoke on condition of anonymity because Lagos airport is not included in his duties.
He said aviation officials were discussing a possible engine failure.
Nigerian airlines and airports have a notoriously poor safety record.