A report of a bomb aboard a Turkish merchant ship Thursday forced the U.S. Coast Guard (search) to escort the vessel away from the port of Philadelphia and anchor it near the mouth of the Delaware River, where it flows into the Atlantic Ocean, senior Defense officials told FOX News.

The ship's master became irritated with the length of time a routine Coast Guard search was taking and made comments about a possible explosion, officials said. He refused to allow authorities to search certain portions of the vessel, called the Cenk Kaptanoglu (search).

But the captain later told authorities he'd been joking about the bomb, officials told FOX News. The ship, which was carrying coal, had not yet been boarded for its second inspection.

Still, the Coast Guard took his comments "very seriously" and planned to conduct a "multi-agency" search, officials told FOX News.

A spokesman told The Associated Press that the Coast Guard had "no evidence whatsoever" that there actually was a bomb on board the vessel.

The Coast Guard confirmed that the ship was regarded prior to this incident as a "high-interest vessel," meaning authorities had been tracking its previous movements because of several factors, including its last port of call, its flag country and intelligence reports.

"We did a risk-based analysis, and decided to proceed with the inspections," a Coast Guard official told FOX.

Stay with the FOX News Channel and FOXNews.com for more information.

FOX News' Bret Baier, Ian McCaleb and The Associated Press contributed to this report.