As stated by the previous poster this is a Gatekeeper issue.

I compiled the MAC client you are using (if you downloaded it from http://cryptonite.info/?page=download#osx). This did not happened prior 10.9.5. In fact I have updated MAC OX from 10.9.4 to 10.9.5 and I don't get that message from my cryptonite wallet as was installed prior the MAC OS update. HOWEVER, I tried downloading the client again and I did receive that message when I tried opening the .app

If you notice the icon in the pop up message it is in fact the "Security & Privacy" icon of your MAC's System Preferences. So you should go there and in the general tab make sure that "Anywhere" is selected in the "Allow apps downloaded from:" section. Once this is done if you double click the cryptonite-qt.app again the message should be different and look something like this:



You might need to trash the .app first though and unpack it again from the .dmg file.

Unfortunately when you click "Open" the wallet still doesn't open so I am still looking into this and will revert once I've found a way to make it work properly.

This is clearly due to the 10.9.5 update who has updated some security components of MAC OX. The same cryptonite-qt.app which I installed prior the update is working perfectly fine.