In a speech at Venezuela’s Central University, he said police had visited his family home looking for his wife.
Mr Guaidó declared himself president this month and was immediately recognised by the US and several Latin American countries.
Russia and China back President Nicolás Maduro.
Military support is seen as crucial to Mr Maduro’s hold on power. But Mr Guaidó says he has held secret meetings with the military to win support for ousting Mr Maduro.