Spokesman Paul Browne said they seemed to have been delivered by accident.
There was no name or address on the shipment sent from Mexico City through Cincinnati, he added.
The white bag raised suspicions when it was being scanned because a poor imitation of a UN logo had been stamped on it, apparently in an attempt to pass it off as official baggage.
Inside the bag, the drug was hidden in hollowed-out notebooks, UN undersecretary-general for safety and security, Gregory Starr, told reporters.
"In my humble opinion this was the work of narcotics traffickers that were trying to ship something into the United States and their plan must have gone wrong," Mr Starr was quoted as saying by AFP news agency.
UN spokesman Martin Nesirky told AP news agency that neither the UN nor anyone located at its headquarters was the intended recipient of the shipment.