Mr Marrero, 49, is a key aide of Juan Guaidó, recognised by most western nations as the leader of Venezuela.
Sanders says the US will continue to take steps to pressure Maduro and his regime until they step out of the way and allow a democratic transition to occur under Guaido.
The U.S. continues to hold strong against Maduro's regime, and voice its support for Guaido.
The Asian country has become a major player in Latin America and has poured more than US$50 billion into Venezuela over the past decade in oil-for-loan agreements.
U.S. Secretary of State Mike Pompeo has demanded Marrero's immediate release and said those behind the arrest will be held accountable.
"As President Trump clearly stated, the toughest sanctions are yet to come", national security adviser John Bolton said in a tweet Thursday.
By endorsing Venezuelan opposition leader Juan Guaido as the country's legitimate president, Canada may be setting the beleaguered country up for deadly civil war or exploitation by an oil-hungry US administration, says John Kirk, a professor of Latin American studies at Dalhousie University.
"The illegitimate arrest of Roberto Marrero, Interim President Juan Guaido's aide, will not go unanswered".
Marrero was taken away by intelligence agents in an overnight operation on his home early Thursday.
Trump expresses openness to the Mueller report being publicly released
President Donald Trump talks to reporters as he departs on travel to OH at the White House in Washington, U.S., March 20, 2019. Mueller had been a member of one of Trump's golf courses but reportedly ended his membership over a fee dispute.
Vergara, Marrero's neighbor, said some 40 armed SEBIN agents forced their way into their homes and spent three hours inside.
It said that Visa, Mastercard and American Express would be prohibited from facilitating transactions involving the blacklisted commercial banks, beginning in March 2020.
In a statement to The Associated Press on Saturday, China's foreign ministry said, "A handful of countries ignored the aim of the annual meeting, ignored China's stance and concern and disregarded the host country's honest efforts". Deputy Assistant Secretary of State for Western Hemisphere Affairs Carrie Filipetti said that the sanctions were not meant to harm the Venezuelan people but instead an attempt to instigate a democratic transition in the crisis-stricken country.
"In a statement Wednesday, Bachelet confirmed her office had sent human rights observers into Venezuela to investigate reports of "possible extrajudicial executions" by regime security forces against political dissidents".
On Thursday, the United Nations human rights office tweeted its concern over Marrero's detention and urged the government to respect due process and reveal his whereabouts.
Pence also called out Cuba, Russia, and China for supporting the administration of embattled president Nicolas Maduro and profiting from it.
Venezuela President Nicolas Maduro vowed a major shake-up in his government, a sign he is feeling pressure from US sanctions and an global outcry for him to resign.
The Inter-American Development Bank on Friday called off next week's meeting of its 48 member countries in China after Beijing refused to allow a representative of Venezuelan opposition leader Juan Guaido to attend, two sources with knowledge of the decision said. In many parts of Venezuela, citizens rely heavily on government benefits and food for basic needs.