Theo Francken, the Secretary of State for asylum and migration, tweeted to say the woman was sent back to Tunisia because police could not identify her.
The niqab covers all of the face, except for the eyes. Belgium banned the niqab and burqa in 2011.
"A Danish citizen coming from Tunis refused to take off her niqab at our border. Police could not identify her. She was sent back to Tunis," Mr Francken wrote on Twitter.
In an earlier tweet he said: "I informed my Danish colleague Inger [Stojberg, the minister for immigration, integration and housing] about the niqab-incident with a Danish citizen on our Schengen border."
In a Facebook post, he added: "After she refused to make her face visible in Tunis, she refused to do so in Zaventem.
"Our border police then refused her access to the Schengen area. Without identity checks, no access to our territory."
The unnamed woman was deported to Tunisia on Friday.
"People who refuse to identify cannot be allowed to access Schengen," Mr Francken said.
In July, European Court of Human Rights upheld Belgium's ban on Islamic veils, saying the nationwide prohibition did not violate the rights to private and family life and freedom of religion, or discrimination laws.
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