The abduction of the nun is the latest in a series of abductions of Westerners in the West African country.
The nun was named in a statement as Suellen Tennyson of the Catholic congregation Marianites of Holy Cross.
It said that since 2014 she had been serving in a community of nuns in the parish of Yalgo, part of the diocese of Kaya, where she was kidnapped on Monday night.
Northern Burkina Faso is overrun by Islamist militants, some with links to al-Qaeda and Islamic State. Several Westerners have been kidnapped in recent years.
“Sister Suellen Tennyson was taken to an unknown destination by her kidnappers who, before leaving, vandalised rooms (and) sabotaged the community vehicle, which they tried to take,” Kaya Bishop Theophile Nare said in the statement.
A spokesman for the US Embassy in Burkina Faso declined to comment.
Burkina Faso’s ruling military junta has said security was its top priority and this week presented a new plan to reorganise and reinforce army operations against the militants.