The transfer of the money has been delayed due to unexplained problems.
US and Japanese officials have expressed frustration about the failure to make any progress.
North Korea's chief negotiator Kim Kye-gwan made no comment as he arrived at Beijing's airport. An Air Koryo flight bound for the North Korean capital Pyongyang left soon afterwards.
The talks, which began on Monday, were extended into Thursday after North Korea said it wanted the Macau bank issue resolved first.
|North Korean negotiator Kim Kye Gwan, left, was seen leaving Beijing [GALLO/Getty]|
It is not clear what has caused the delay in transferring the funds.
The US announced on Monday that the North Korean money - worth $25m (£13m) - would be transferred from Macau's Banco Delta Asia (BDA) to a bank in China, as Washington had completed an investigation into money-laundering allegations.
N KOREA NUCLEAR DEAL
But this was not enough for Pyongyang, which said it wanted to have the money transferred to a North Korean account in China before continuing to discuss the next steps in the disarmament plan.
But the transfer could not happen immediately, leading to a deadlock in negotiations, and leaving the other five nations at the talks frustrated at the lack of progress.
"It's a shame to use this as a reason to not take part in negotiations for two days. It's really a waste, especially with everyone gathered there," Yasuhisa Shiozaki, Japan's chief cabinet secretary, told a news conference in Tokyo.