OK, I'm running El Capitan OS X 10.11. The Apple app "Disk Utility" is useless to create encryption, as it typically returns
Operation Failed with status 28
So the fix is to use a little terminal magic. After adding your USB drive to the Mac, run terminal
At the command-line prompt, enter:
diskutil list
You will see your main (internal) disk listed, as well as your USB:
/dev/disk0 (internal, physical):
#: TYPE NAME SIZE IDENTIFIER
0: GUID_partition_scheme *500.3 GB disk0
1: EFI EFI 209.7 MB disk0s1
2: Apple_CoreStorage Macintosh HD 499.4 GB disk0s2
3: Apple_Boot Recovery HD 650.1 MB disk0s3
/dev/disk1 (internal, virtual):
#: TYPE NAME SIZE IDENTIFIER
0: Apple_HFS Macintosh HD +499.1 GB disk1
Logical Volume on disk0s2
B0B7A5AA-7D8D-41E3-8565-82E4E1D685D5
Unlocked Encrypted
/dev/disk2 (external, physical):
#: TYPE NAME SIZE IDENTIFIER
0: FDisk_partition_scheme *31.5 GB disk2
1: Windows_FAT_32 KINGSTON 31.5 GB disk2s1
You can spot your external drive by its size -- mine is 32 GB, which, after overhead is around 31.5. In other words, its name is KINGSTON at drive identifier disk2s1.
Now, using your USB drive's device identifier in place of disk2s1, pick a suitable name for your new drive. I like thing2:
diskutil eraseDisk JHFS+ thing2 /dev/disk2
About 30 seconds of progress later, you should get:
Finished erase on disk2
Now, open a Finder window, and right click your newly named disk. Pick the option encrypt . In my case, the USB 3.0 encryption took about 12 minutes of effort for 32 GB (45MB/s write). You will know you are done, when the drive activity light goes out.