Connect the usb flash drive to your mac and find its disk icon on the desktop or finder sidebar then right click and select encrypt usb stick name from the context menu.
Lock usb drive mac.
If the device contains any files you want to save copy them to another storage device or volume.
But in order to do so the external drive should be using the guid partition table gpt scheme.
One option is to fully encrypt the external drive and lock it with password.
In the sidebar select the storage device you want to.
Fortunately mac os x provides a few native solutions to help you protect your data on external hard drives.
Encrypt and protect a storage device with a password in disk utility on mac.
In the disk utility app on your mac choose view show all devices.
Insert your usb drive into the mac and open a finder window.
If you do not see the encryption option in the drop down menu your usb flash drive has not been formatted using the guid partition map.
When you see your removable disk in the left panel right click it and select encrypt from the contextual menu.
The best part about this application is that it s available for both windows and macos devices.
In the filevault window you can set a password by typing it in twice as well as set a password hint.