Milwaukee Bucks forward Thon Maker, a Sudanese-born refugee, returned to the U.S. without incident after playing in Canada against the Toronto Raptors on Friday night, hours after President Donald Trump signed an executive order that closed American borders to travelers from seven Muslim-majority countries, including Sudan.

Mr. Maker and Los Angeles Lakers forward Luol Deng were born in what is now South Sudan. They both hold dual nationalities—Mr. Maker is Australian and Mr. Deng is British—but the travel ban for the next...