Supporters of both sides and members of the security forces have died in the nation's worst unrest in a decade, sparked by protests against socialist President Nicolas Maduro that began last month.
Francisco Garces, mayor of Guaicaipuro municipality near the capital and a member of the ruling Socialist Party, said the 28-year-old pregnant woman was shot dead on Sunday during a protest.
The state prosecutor's office said the woman, named as Adriana Urquiola, was shot after getting off a public bus halted by a makeshift barricade put up by protesters.
In the western state of Merida, a National Guard sergeant died on Monday after being shot in the neck during clashes.
General Padrino Lopez, head of the armed forces' strategic operational command, said the soldier, Sergeant Miguel Parra, and Ms Urquiola were "assassinated at the barricades of terror".
The street barriers are flashpoints for violence between radical supporters of both sides, who are sometimes armed.
Members of the security forces have also come under fire from nearby buildings as they try to dismantle the barricades.