As protests against the leftist government continued in the capital Caracas, he said his passport had been seized at the airport and would not be returned until 2020.
US President Donald Trump has described Venezuela's crisis as a "disgrace". The US treasury has put eight supreme court members on a financial blacklist.
It called this punishment for undermining the country's democratically elected congress by assuming its powers in late March. A senior official in Washington said further action would be taken if there was no improvement in Venezuela following weeks of worsening instability.
At least 43 people have died in the last seven weeks in violence related to the anti-government protests.
The opposition and the government accuse each other of trying to stage a coup.
"I have not been able to travel," Capriles said in a video posted online. "I will not be able to attend the meeting with the High Commissioner for Human Rights."
"They robbed my passport, for that is how I would describe it, in the migration zone." Capriles, who is seen as the opposition's best hope of defeating President Nicolas Maduro in elections next year, has been at the forefront of demands for a presidential recall referendum.
He was recently banned from politics for 15 years.
In Thursday's video, he said he would return to the streets to join an anti-government march.
President Trump told a press conference in Washington he would "work together to do whatever is necessary to help with fixing" the crisis.
Relations between the US and the Venezuelan government have been chilly for years. In February, the US designated Maduro's Vice-President, Tareck El Aissami, as a major international drug trafficker.
He dismissed the allegation at the time as an "imperialist aggression".