Almelina Carrillo, 47, succumbed to injuries suffered when she was struck in the head by a bottle thrown from a building during the march in Caracas, Venezuela's state ombudsman Tarek Saab said on Twitter.
Venezuela has seen near-daily protests since the beginning of April, with opponents of President Nicolas Maduro demanding his ouster.
The opposition blames Maduro for the unraveling of the oil giant's once-booming economy, leaving the country with critical shortages of food, medicine and basic goods.
Anti-government protests called for Monday are urging demonstrators to block roads in a bid to grind Venezuela to a halt.