1.download Kali Linux iso images from http://www.kali.org/downloads/
2. Format the usb stick in disk utility as msdos
3. Open Terminal Window and run the following

Code:

diskutil list

The result is

Code:

/dev/disk0
#: TYPE NAME SIZE IDENTIFIER
0: GUID_partition_scheme *251.0 GB disk0
1: EFI 209.7 MB disk0s1
2: Apple_HFS Macintosh HD 250.1 GB disk0s2
3: Apple_Boot Recovery HD 650.0 MB disk0s3
/dev/disk1
#: TYPE NAME SIZE IDENTIFIER
0: GUID_partition_scheme *8.0 GB disk1
1: EFI 209.7 MB disk1s1
2: Microsoft Basic Data KALILINUX 7.7 GB disk1s2

4. my USB device is /dev/disk1, Then unmount disk by diskutil command

Code:

 diskutil umountDisk /dev/disk1

The result is

Code:

Unmount of all volumes on disk1 was successful

5. You may have to run this as sudo

Code:

sudo dd if=kalilinux.iso of=/dev/disk1 bs=512 conv=noerror,sync

Waiting for complete
When It success

Code:

4288416+0 records in
4288416+0 records out
2195668992 bytes transferred in 1763.590690 secs (1244999 bytes/sec)