Goldhahm Hors Kurt, 76, died immediately after the shooting at a mall, authorities said.
"Security forces are after the criminals," Tourism Minister Andres Izarra said on Twitter.
Venezuela has one of the world's highest murder rates, with 79 murders per 100,000 inhabitants last year, according to the non-profit Venezuelan Violence Monitor.
The Interior Ministry, however, estimates a lower murder rate of 39 homicides per 100,000.
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Experts say that the low success in prosecuting violent crimes is a main case of the crisis. About 92 percent of murders go unsolved.