A 27 year-old woman named as Jurubith Rausseo died at a clinic on Wednesday in Caracas. According to an NGO, the Venezuelan Observatory of Social Conflict, she had been hit by a bullet in the head during the May Day protest march.
Human rights organizations and health services reported one person with a gunshot wound and at least 45 others injured in clashes. The National Guard fired tear gas at protestors throwing stones.
Opposition leader Juan Guaido had called for his supporters to demonstrate against President Nicolas Maduro, the day after a revolt by some soldiers.
Very high tension
Tensions in Venezuela have soared since Juan Guaido invoked the constitution to declare himself acting president on 23 January 2019. He did so with the claim that Nicolas Maduro's re-election in 2018 was illegitimate.
A day earlier, some soldiers and members of the Bolivarian National Guard who joined Guaido had revolted.
The country is prey to power outages and people have been facing severe shortages in food and medecine while inflation has rocketed.
Guaido has called on his supporters to keep up the street protests.
Venezuela is not alone
United Nations Secretary General Antonio Guterres warned Venezuela's authorities not to use excessive force against demonstrators, while the US and Russia accused each other of making the crisis worse.
In a phone call with Russian Foreign Minister Sergei Lavrov, US Secretary of State Mike Pompeo accused Moscow of "destabilizing" Venezuela.
Lavrov, in turn, charged that US interference was "destructive" and "in flagrant violation of international law."
(with news agencies)