North American Aerospace Defense Command, or NORAD, says the plane was out of radio communications around 12:30 p.m. Thursday after entering the no-fly zone.
NORAD directed two fighter jets to intercept it. The Cessna was directed to land at Centennial Airport where it was met by law-enforcement officers.
The pilot, described as an elderly man, got a warning from Arapahoe County deputies.
The plane was intercepted as President Barack Obama visited the Denver area. He spoke in Golden around 11 a.m. Thursday but didn't fly out from Buckley Air Force Base in Aurora until a few hours later.