The 30-foot sailboat was first spotted about 4 p.m. anchored in Richardson Bay near Sausalito by a Coast Guard unit doing routine boardings, said Officer Mark Leahey.
The boat had no flag flying and no markings indicating its name or origin, which Leahey said was indicative of suspicious activity. When crews attempted to board the boat, the captain refused permission to board, Leahey said.
"He didn't let us on board, which makes us think he may be hiding something," Leahey said.
Sausalito police and the Marin County Sheriff's Office responded to the scene.
The boat got underway at 5 p.m. and as of 7:40 p.m. the Coast Guard was tailing the boat near the Golden Gate Bridge and waiting for a larger patrol boat to arrive.
When that happens, officials said, crews plan to attempt to stop and board the boat again.
Contact Natalie Neysa Alund at 510-293-2469. Follow her at Twitter.com/nataliealund.