It was Machado's first public appearance in several months, since she went underground in August due to the risk of being arrested.
Shortly after her speech to the demonstrators, her security personnel announced that she had been detained.
On social media, the personnel reported that a violent intervention was made against her when she left the demonstration and that shots were fired at the convoy she was traveling in.
A few hours after the detention, her staff announced that she had been released again, after being forced to record several video clips.
Machado called for the protest ahead of Maduro's installation for a third six-year term on Friday, despite the disputed election in July.
They wanted us to fight each other, but Venezuela stands united! Machado shouted from a truck on the streets of the capital on Thursday.
The 57-year-old politician urged supporters to come "in millions" to pressure Maduro to hand over power to Edmundo González Urrutia, the opposition candidate in exile who several international observers see as the rightful winner.
Machado herself had her presidential candidacy blocked by Maduro-loyal institutions in 2023.
