The government had warned in advance that the demonstrations were forbidden and deployed additional security units in Caracas.
Freddy Guevara, the first deputy speaker of the National Assembly, urged his supporters to wait for the arrival of the lawmakers to decide together whether to continue the rally or not.
"I am urging the people to remain in the street, the idea is not to capture some place, but to show that there are more of us and that we will not give up," Guevara said, as quoted by the Universal outlet.
Tensions have been high in Venezuela since the country's Supreme Court attempted last week to take on the functions of the opposition-controlled National Assembly. The ruling was reversed, but the relations between the government and the congress remain tense.
The original decision of the Supreme Court elicited sharp criticism from several states in Latin and North America and prompted a special meeting of the Organization of American States, of which Venezuela is a member.