Mr Guaido said that security forces had entered his apartment building in Caracas in an attempt to take him into custody, but left without incident.
“The harassment and the threats will not stop us,” said Mr Guaido, according to Reuters.
The incident took place just the day after unprecedented widespread protests in Communist-controlled Cuba, and Venezuelan leader Nicolas Maduro may want to prevent anything similar taking place.
Mr Guaido was formally recognised as the country’s legitimate head of state in 2019 by dozens of countries, including the United States, in response to the rigging of the 2018 election by Mr Maduro.
He said that government agents had forced their way into his building without a court order or showing any identification.
He added that the security forces had been armed with “weapons of war” and had detonated an explosive device in the building’s basement.
But he said that their attempt to seize him failed because of the actions of his neighbours and the arrival of journalists at the building.
Security forces also arrested opposition figure Freddy Guevara, an ally of Mr Guaido’s his office confirmed to Reuters.
Mr Guaido’s office said that Mr Guevara had been taken to the Helicoide prison in Caracas after being forced to get out of his vehicle while driving in the nation’s capital.
The incidents also happened on the same day that the Biden administration lifted some sanctions on natural gas deals with the country, while keeping other sanctions in place.
Senator Marco Rubio took to Twitter to hit out at the move from the White House.
“At the very moment the Maduro regime was abducting one prominent member of the opposition & surrounding the home of (Juan Guaido) trying to abduct him the Biden Administration was announcing it was removing a sanction on the regime in Venezuela,” he tweeted.
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