Doug Ford told Global News the incident had happened over the weekend and described it as "absolutely unacceptable", Al-Jazeera reported.
He also said the province's stock of personal protective equipment would run out in a week.
Allies of the US are complaining about what they call its "Wild West" tactics in outbidding or blocking shipments to buyers who have already signed deals for medical equipment.
US President Donald Trump has asked manufacturing firm 3M Co to pause the exports of domestically produced respirator masks to Canada and some Latin American countries.
Canadian Prime Minister Justin Trudeau sidestepped reporters' questions about the incident on Monday, saying his government was in productive talks with the US and adding, "We expect those shipments to be delivered."
Canadian Deputy Prime Minister Chrystia Freeland told reporters that Ottawa was aware of "some difficulties" shipping the masks across the border and would do all it could to help.
"We are working intensely with the United States to ensure that all the masks that have been bought can be exported to Canada," she said when asked about Ford's complaint.
"We have had positive conversations and we are continuing to work to settle this matter," she added.
The US embassy in Ottawa was not immediately available for comment.
Separately, Canadian medical health officials said the death toll had risen to 293 from 258 on Sunday. The number of positive cases is now 15,822, up from 14,426.