Several others were seriously injured and "between life and death," said public defender Tarek William Saab.
The latest casualties come on a day anti-Maduro demonstrators blocked major roads in the South American nation.
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Elsewhere in the capital, riot police fired tear gas at another group of protesters who threw stones at them.
However, the majority of demonstrators, who numbered in the thousands, rallied peacefully.
The return to violence in the streets of Venezuela after a weekend lull was certain to further stoke international concern over the country, whose economy is imploding despite vast oil reserves.
Latin American countries and the United States have voiced concern at the unrest.
The population is suffering shortages of food, medicine and basic supplies. Riots and looting have occurred in several places.
The conservative-led opposition says government incompetence is to blame and calls the elected president a dictator. It wants early elections.
But Maduro, who has the backing of the armed forces, says Venezuela is the victim of a US-led capitalist plot.
He has stepped up a nationalisation drive started by his late Socialist predecessor Hugo Chavez that has swept up plants and assets of foreign companies, including American ones.
Authorities have also curbed the power of the National Assembly, which is dominated by opposition lawmakers.
The three deaths on Monday happened in western Venezuela.
Saab said one man in the city of Merida, a university city in the Andes, "was demonstrating peacefully when he apparently received a gunshot."
He said in a television interview that the slain man was a pro-government demonstrator, and added that five other people were also badly wounded in clashes.
Later, a second man was killed also in Merida. It was not clear if the victim was a protester or a pro-government marcher.
The third man killed was in the nearby town of Barinas, a source in the prosecutor's office told AFP.
The source did not specify whether he was an anti-Maduro protester or a pro-government activist.
But an opposition party, Justice First, said the man was in an anti-Maduro demonstration that was targeted by pro- government "paramilitaries." It said two other people were wounded.
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