Six Venezuelan opposition leaders took shelter in the Argentine embassy in Caracas, according to Casa Rosada.
The identity of them was not disclosed by the government.
According to official information, the group was received on the basis of the Vienna Convention on Diplomatic Relations.
The government justified the decision in view of the "deterioration of the institutional situation and the persecution of political figures in Venezuela".
In a statement, President Milei's office also accused the Venezuelan government of cutting off the embassy's electricity supply for some hours on Monday.
Meanwhile, controversy continues over the registration of candidates for the presidential elections in July.
The opposition coalition PUD reported that it provisionally registered the candidacy of Edmundo González.
This comes after Corina Machado and Corina Yoris failed to register their candidacies.
Both accused the government of Nicolás Maduro of obstructing their nominations.