Live video pictures from the barge, anchored in the middle of the Atlantic, showed the glow of the rocket exhaust as it approached, and then the picture froze. It resumed for a second before a testcard appeared, cutting the feed.
Space X CEO Elon Musk took to Twitter later to confirm the landing didn't work.
Space X had said it didn't expect success this time around. The SES-9 communications satellite being launched called for a heavier rocket, which made the landing more complex, but the company tried anyway.
It's attempting something that's never been done, part of Elon Musk's plan to bring down the cost of rocket launches by returning the first stage to Earth for reuse.
Space X managed it on dry land in December, when a Falcon 9 returned to Cape Canaveral, but perfecting the sea landings will be vital, because many satellite orbits call for launches that will drop the rocket first stage far from land.
Here's the launch and landing: