A 17-year-old boy and a 23-year-old woman died after being shot on Wednesday, and a soldier was killed outside Caracas, capital of the oil-rich nation. That took to eight the number of people killed this month.
Police fired tear gas to try to hold back stone-throwing demonstrators as hundreds of thousands of people angered by food shortages and demanding elections joined marches in Caracas and other cities.
Thousands of Maduro supporters held a counter rally in central Caracas.
The opposition has accused Maduro of unleashing thugs on demonstrators as he resists pressure to quit.
But senior opposition leader Henrique Capriles said millions are shaping up to challenge Maduro.
Pressure on the leftist president has been mounting since 2014, with falling prices for oil aggravating an overall economic crisis.
"I don't have any food in the fridge," said protester Jean Tovar, 32, who held rocks to throw at military police in Caracas. "I have a two-year-old son and I'm unemployed. It's all Maduro's fault."
Recent moves by Maduro to tighten his grip and ban Capriles from politics have worsened the crisis and galvanized an often-divided opposition, which has called for the military to abandon Maduro.
But the defense minister, General Vladimir Padrino Lopez, pledged the army's "unconditional loyalty" to Maduro, who has accused the opposition of inciting a coup.
The next presidential election is due next December.