Henrique Capriles criticized President Hugo Chavez for what he called a long list of unfulfilled promises.
He demanded justice for three opposition activists killed during a rally in Barinas state on Saturday.
Hugo Chavez addressed large crowds in Zulia state, promising to deepen socialism.
He told his supporters it was impossible to lose the 7 October election.
Henrique Capriles said the rally was the biggest Caracas had ever seen.
“Bolivar Avenue is too small for us,” he said, referring to one of the main city streets.
He also paid tribute to the three men who had died.
“Yesterday, sadly, violence took three lives, something that should never have happened,” Henrique Capriles said, in his last major rally in the capital before the election.
“I want to tell their families, and those angels in heaven, that we are going to defeat violence on 7 October.”
The three were named as Antonio Valero, Omar Fernandez and Hector Rojas.
An initial statement by the opposition First Justice Party on Saturday night reported two deaths.
It said a rally had been planned in Barinas, President Hugo Chavez’s home state, on Saturday but the road was blocked by government supporters.
When Antonio Valero and Omar Fernandez left their car to try to gain access, they were fired on by gunmen inside a van, it said.
“This tragedy gives us more strength and faith to fight for a Venezuela where justice and non-violence reign,” the First Justice Party said.
Justice Minister Tareck El Aissami said in a message on Twitter that a suspect in the killings had already been arrested.
Hugo Chavez and Henrique Capriles are wrapping up their campaigns over the next few days.
Addressing tens of thousands of people in the town of Cabimas in the western Zulia state, President Chavez said he regretted the deaths and called for calm.
“It’s not with violence that we face off. It’s with votes, ideas, peace, so let’s not fall into provocations,” he said, quoted by Reuters news agency.
There have been other incidents of violence on the campaign trail. Supporters of both candidates threw stones at each other earlier this month when Henrique Capriles attempted to march through the city of Puerto Cabello.
And four people were injured in a shooting that erupted during a voting rehearsal at the beginning of September.
With violent crime a key concern for voters, there are fears that further violence could erupt in what has become Venezuela’s closest fought election in over a decade.
Hugo Chavez, who has been in power since 1999, was diagnosed with cancer last year.
More than 30 opposition parties have backed Henrique Capriles as a single candidate to challenge the leftist president.
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