Beachgoers have captured the moment a US Navy Blue Angels jet flew strikingly close to a crowd in Pensacola Beach, Florida at an air show on Wednesday.

Video shared on social media showed the moment the jet performed the flyby, sending beach umbrellas and other items flying as people cheered.

Officials from the elite Blue Angels flight demonstration squadron said they're conducting a review after "an aircraft flew lower than standard profiles, resulting in a disturbance on the beach that affected civilian chairs and umbrellas", according to US media reports.

No injuries were reported as a result of the incident, with one beachgoer telling US media it was an "amazing" experience.