A Southwest Airlines plane with a gaping hole in its fuselage has made an emergency landing at a military base in Arizona after a sudden drop in cabin pressure.

All 118 passengers on board the Southwest Flight 812, from Phoenix to Sacramento, landed safely at the Yuma Marine Corps Air Station.

A female passenger described the harrowing scene as "the scariest moment of my life."

"You could feel it. You could hear it. Everybody's ears popping, oxygen masks falling. You know the unlikely event that they fall you are supposed to pull them. They fell," a male passenger explained.

Southwest airlines said an aircraft with maintenance crew, ground crew and customer service agents onboard, has been sent to Yuma. An investigation is underway.