The gathering was chaired by Brazilian Foreign Minister Ernesto Araujo and took place without figuring on official agendas and with no access for journalists.
Brazil's government news agency Agencia Brasil said the participants discussed "alternatives to the political and economic crisis in Venezuela, which has caused shortages, the fleeing of migrants and complaints of human rights violations."
The agency did not detail who took part in the meeting, at the Brazilian foreign ministry.
Venezuelan opposition activist David Smolansky, a former mayor who heads a technical group in the Organization of American States on the Venezuelan crisis, told AFP his side was "meeting with many countries to increase pressure on Nicolas Maduro's regime."
He called Brazil "a country with a big influence in the region."
The Venezuelan leaders who participated were Julio Borges, the former head of parliament who lives in exile in Colombia, Antonio Ledezma, a former Caracas mayor now based in Spain, and Carlos Vecchio, a political coordinator for the opposition Popular Will party.
US embassy officials were present, although the mission was unable to confirm which because of a US government shutdown affecting some services, including media relations.
Agencia Brasil and other Brazilian media said other representatives from the "Lima Group," a grouping of 14 countries in the Americas that views Maduro's rule as anti-democratic, also were there.
Maduro and members of his government are already under US and EU sanctions.
Brazil's new government, under far-right President Jair Bolsonaro, has said it will vigorously challenge Venezuela's regime.
Bolsonaro has also said he wants much closer ties with the United States, which has been pushing for a more forceful regional campaign against Maduro.
Thursday's meeting came a day after Bolsonaro hosted Argentine President Maurcio Macri and both leaders condemned Maduro's "dictatorship."
The Lima Group, the European Union and the United States view Maduro's presidency as illegitimate after he took up a new mandate last week following May 2018 elections branded fraudulent by the opposition.
Maduro and his government frequently accuse the United States of wanting to foment an uprising.
"Venezuela demands respect for its democracy," Foreign Minister Jorge Arreaza tweeted on Wednesday, denouncing US Secretary of State Mike Pompeo and "other extremist voices looking to destabilize the country and incite violence."
Maduro is widely blamed for Venezuela's economic meltdown that sees the oil-reliant country wallowing in a fourth year of recession as crude production is at a 30-year low, while poverty is widespread and millions have fled the country.