Police moved in to the paper's Pristina offices on Saturday, backed up by troops from the Nato-led peacekeeping force. Italian and British forces were involved in the operation.
The newspaper, Dita, had accused a UN worker of being a former Serb paramilitary. He was murdered less than a fortnight later.
His address, family details and information about his movements had all been published.
The order to shut the paper for eight days was given by UN Kosovo administrator Bernard Kouchner, who said vigilante violence was being encouraged.
Police moved in to the paper's Pristina offices on Saturday, backed up by troops from the Nato-led peacekeeping force. Italian and British forces were involved in the operation.
Reporters were banned from entering the building.
"It's just like (Yugoslav) President Milosevic," said Gezim Salihu, the newspaper's managing editor.
'Destabilising'
The UN said the closure was necessary because of the risk that more articles naming alleged paramilitaries would be published.
"We found it extremely destabilising that the full name, the address and the work itinerary of the staff member was detailed in the article," said UN spokeswoman Nadia Younes.
"We found it unacceptable that individual journalists feel that
they can take the law into their own hands by publishing facts that would be unacceptable in any other European country," she added.
The dead UN worker, 25-year-old translator Petar Topoljski, was abducted and stabbed less than a fortnight after his personal details were published in April.
His murder sparked a dispute about whether the article amounted to free speech or a death warrant
A definite link between his murder and the paper's action has not been established.
Ms Younes said the UN would consider further steps if Dita resumed publishing names of alleged suspects after the eight-day ban, but she refused to detail them.
Dita publisher Behlul Beqaj said he would not back down.
"If we discover the facts about an individual, we are not doing it for hate," he said. "But if we cover up the facts, we will provoke more hate."