Manuel Rosales, who ran against Chávez in 2006, is seeking asylum in Peru.
President Hugo Chávez's offensive against opposition leaders jumped the country's borders Wednesday.
Wednesday's developments came only days after Mr. Chávez and President Barack Obama warmed up frosty US-Venezuelan relations with their friendly meeting at the Summit of the Americas in Trinidad.
Venezuelan authorities said they want Interpol to arrest Mr. Rosales, the mayor of Maracaibo and Chávez's opponent in the 2006 presidential election, because he has skipped the country to avoid facing corruption charges.
"He needs to be captured wherever he is," said Tareck El Aissami, Venezuela's minister of justice and internal security. "Rosales says he is facing political persecution. But this is a corruption case that doesn't involve politics."
Speaking from an undisclosed location in Lima on Wednesday, Rosales reiterated in statements broadcast on Venezuela's Globovision television station that Chávez is trying to silence him with trumped-up charges.
Investigators have said that Rosales cannot explain why his declared worth in 2000 was $68,000 less than what his bank accounts showed in 2004 while he was governor of Zulia state. Rosales has said he earned the money through farming.