Anti-government activists killed a soldier near Venezuela's capital on Wednesday, at the end of a day of massive protests against President Nicolas Maduro, officials said.

"They just murdered a national guardsman in San Antonio de los Altos," a town just south of Caracas, Diosdado Cabello, a pro-Maduro politician and active reservist, said on his weekly television show.

The death brought to three the number of people said to have been killed during the day of protests, after a teenage boy and a woman were fatally shot.