"I have not been able to travel. I will not be able to attend the meeting with the (UN) High Commissioner for Human Rights," Capriles said in a video posted online.
"I am outside the migration zone without my passport" at Maiquetia airport near Caracas, he said. "They robbed my passport, for that is how I would describe it, in the migration zone."
Capriles, the 44-year old leader of the center-right Justice First party, is the most prominent opponent of socialist President Nicolas Maduro.
The opposition has accused the government of violently repressing protests by Venezuelans demanding early elections to remove Maduro from power.
Capriles had intended to brief the high commissioner Zeid Ra'ad Al Hussein on deadly violence in Venezuela that has left 43 people dead.
"I have been informed that my passport has been canceled," he said. "My passport is valid until 2020. What they want is for me not to go to the United Nations."
Capriles said he would head back to the capital to take part in the latest anti-government demonstration, a planned march to the interior ministry.
Clashes erupted across the country in April 1 during protests in anger at Maduro's handling of an economic and political crisis.
Protesters blame Maduro for shortages of food and medicine. They are demanding early elections and accuse him of trying to cling to power.
Elected in 2013, Maduro has accused the opposition of plotting a coup against him with US backing.
The government and the opposition have accused each other of sending armed groups to sow violence in the protests.
Police have fired tear gas and protesters have hurled rocks and Molotov cocktails in near-daily clashes.
The United States convened a meeting on Wednesday of the UN Security Council. It warned that Venezuela's crisis was worsening and could escalate into a civil conflict like that of Syria.
Venezuela's Foreign Minister Delcy Rodriguez responded on Twitter by repeating Maduro's allegation that the United States was out to topple his government.
Maduro's Defense Minister Vladimir Padrino Lopez said Wednesday the government was sending troops to the western region of Tachira to quell violence there.
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