After tense negotiations with security forces blocking their way, protesters in Caracas were allowed to march to their destination, the headquarters of the Catholic bishops' conference.
The toll brings to 20 the number of people killed in three weeks of violent anti-Maduro demonstrations.
Some residents came out on balconies to cheer as the politicians urged supporters to don white and march silently through Caracas on Saturday to commemorate the eight people killed in the demonstrations. The opposition is planning Monday sit-ins to block highways.
The 28-nation bloc also called for an investigation to identify those responsible for the violence, as opponents vowed to hold fresh rallies to oust President Nicolas Maduro.
"She was shot in the head," a source in the public prosecutors' service told AFP. Non-government rights group Provea said the woman died "in the context of the demonstrations" that erupted across the country.
Venezuelan authorities on Friday said they had arrested two opposition youth leaders, the latest move in a crackdown against ongoing anti-government protests that have left five people dead.
The rally was marked by anger over a ruling from the leftist government banning opposition leader Henrique Capriles from office for 15 years. Around 4,000 people attended the demonstration.
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Cuba has signed the deal with Google which will allow the internet giant to provide faster access to its data on the island.
A cedar coffin containing the remains of revolutionary leader Fidel Castro was taken out of Cuba's Defence Ministry and pulled by a green military vehicle for the more than 800-kilometre procession.
Dressed in red robes, these "princes of the Church" will kneel before the pontiff to pledge their allegiance in a solemn ceremony known as a consistory.