An F-15E fighter jet intercepted the Piper plane at about 4:45 p.m., NORAD said.
NORAD said that the plane was out of radio communication and that it was escorted to an airport near Martinsburg, W.Va.
President Barack Obama was not at Camp David at the time. The airspace over the presidential retreat was limited because he was scheduled to fly there Friday.
Obama traveled by motorcade to the retreat about 70 miles northwest of Washington after switching from his Marine One helicopter because of bad weather.
The presidential residence is in Catoctin Mountain Park, a national park near Thurmont.
The Associated Press contributed to this article.