The women, dressed in white and led by opposition MPs, denounced what they consider repression by security forces.
The US has also expressed concern about what UN ambassador Nikki Haley called a "violent crackdown".
At least 36 people have died and hundreds have been injured in weeks of protests.
In a statement, Ms Haley accused Mr Maduro of "disregard for the fundamental rights of his own people", which she said had "heightened the political and economic crisis in the country".
