Rosales, a former governor who lost the 2006 election to late socialist leader Hugo Chávez, flew into the western city of Maracaibo just as the country gears up for key legislative elections on December 6.
Prosecutors said the 62-year-old, founder of center-right party A New Era, was arrested soon after arrival.
A heavy contingent of troops from Venezuela’s Bolivarian National Guard and officers of the Bolivarian Intelligence Service had been awaiting him since early in the day.
“This deployment for my arrival ought to be made to fight crime and insecurity. We will do that in peace. We are going to claim our due on December 6,” he said in a video of his arrival released on streaming service Periscope.