Try following these steps to make an encrypted disk image:
1. Open Disk Utility
2. Navigate to the top of the window and click "New Image"
3. Name the image, and navigate to the bottom.
4. At the bottom, name what the volume that appears will be called (typically the same as the file name) and set the location where it will be saved to.
5. Chose the size of the image, enough to contain what you plan to place inside it
6. Under Format, chose Mac OS Extended (Journaled).
7. Under Encryption, chose 128-bit AES Encryption for faster encryption and 256-bit AES Encryption for more secure but slower encryption.
8. Click "Create" and set a password. Uncheck "Remember password in my keychain", and then click "OK".
Hope this helps! Reply if you have any questions or need any more help!