Prieto, who turned 22 this month, vanished just hours after arriving in Florida, where Cuba is to play for a spot in the Tokyo Olympic games.
Baseball is Cuba's national sport and the team is now weakened by the loss of one of its top players, an infielder and powerful hitter.
The 41-member Cuban delegation had gone through a long and complicated process to obtain visas for the United States, which maintains sanctions against Havana.
Cuba's baseball federation said in a statement that Prieto's disappearance had generated "repudiation" among his teammates, and that it had been the victim of "traffickers".
Prieto, who is likely to be courted by Major League teams, is by no means the first Cuban athlete to take flight during a sporting event.
Baseball players Aroldis Chapman, Yasiel Puig, Jose Abreu, Livan Hernandez and Jose Contreras are among the players who left Cuba. All went on to the Major Leagues and were named to All-Star teams.
In 2008, seven footballers deserted Cuba's under-23 team at a qualifying tournament in Florida in the run-up to the Beijing Olympics. Striker Maykel Galindo defected a year earlier.
Major League Baseball and the Cuban baseball federation had reached a deal in late 2018 that would have allowed Cubans to play in the United States without having to first defect, but former president Donald Trump
...Perhaps no man has ever had as much fun being president of the US...quickly scrapped it.
Since then, there have been several cases of Cuban players abandoning their teams in order to play in the United States.
In its statement, the Baseball Federation of Cuba said it was the "victim of the actions of merchants and traffickers favored by the decision of the government of the United States to disable the agreement aimed at normalizing the insertion of our players in the circuits of the MLB."