OS X El Capitan: Encrypt removable disks or media
Using removable media, such as CDs, DVDs, removable disks, or memory cards, has become a popular way to transport information. However, if the removable media is lost or stolen, someone else can access its data by mounting the media on another computer.
If you want to keep private or confidential information secure on removable media, you need to encrypt the information on it.
In the Finder, open a window, press the Control key, then click the item you want to encrypt in the sidebar.
Choose Encrypt [item name] from the shortcut menu.
Choosing the startup disk turns on FileVault for your system.
It may take some time to encrypt, depending on how much information is stored on your Mac. However, you can use your Mac as usual while the disk is being encrypted.
To decrypt an encrypted disk, press the Control key, click the disk you want to decrypt, then choose Decrypt [item name] from the shortcut menu. For more information, see About FileVault encryption.