An attacker shot Luis Manuel Diaz on Wednesday evening at an event also attended by Lilian Tintori, the wife of a jailed opposition leader and a high-profile critic of President Nicolas Maduro, the official said.
"As the rally with Lilian finished, we heard shooting... We saw Luis fall to the ground bleeding," a regional leader of the Justice First opposition party, Abrahan Fernandez, told AFP.
Another political ally of the victim, the chairman of the Democratic Action party Henry Ramos Allup, said on Twitter that Diaz was shot at short range near the stage where he had made an appearance.
Polls have indicated Maduro's government could lose its majority in the national assembly in the December 6 vote, potentially weakening the president's grip on power.
That has raised fears of unrest in the Latin American nation of 30 million people, already wracked by violence and an economic crisis with many families short of basic supplies.
Ramos said the shooter was believed to be a member of an "armed gang" linked to the ruling United Socialist Party of Venezuela (PSUV).
Tintori's husband Leopoldo Lopez is in prison for incitement to violence in 2014 anti-government protests, though a fugitive prosecutor in the case has cast doubt on his conviction.
The Union of South American Nations (UNASUR) condemned Wednesday's killing and rejected "all forms of violence that could affect the normal development of the electoral process."
The 12-country regional bloc, which is sending observers to monitor the elections, in a statement called on authorities to carry out "a thorough investigation into this reprehensible act."
One of Maduro's top allies, the speaker of Venezuela's National Assembly, Diosdado Cabello, on Wednesday dismissed recent alleged attacks on opposition campaigning as "staged."
In the past two weeks, Venezuela's opposition has reported numerous assaults and harassment against its leaders including former presidential candidate Henrique Capriles, who said he was attacked by ruling-party supporters.
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