The MV Light, registered and flagged in Belize but manned by North Koreans, was hailed by the USS McCampbell May 26, Col. David Lapan, a Pentagon spokesman, told CNN.
The McCampbell requested permission to board and inspect the cargo, but the ship's master refused, saying it was a North Korean vessel.
Lapan said the refusal violated international law.
The Navy believed the Light might have been heading to Myanmar, formerly Burma, with banned weapons cargo such as ballistic missile parts or technology.
Several U.N. resolutions allow boarding in such cases, Lapan said.
The McCampbell kept watch on the Light, and on May 29 the cargo ship turned around and headed back to North Korea, under constant U.S. surveillance.
The Navy uses spy planes at sea, and intelligence satellites monitor North Korean ports.