He also called for Venezuelans to take to the streets on Saturday for fresh protests against Maduro.
Separately on Friday, Venezuela announced it was re-opening its land border with Brazil after Maduro ordered it shut in February, frustrating Guaido's attempt to bring stockpiled mostly-US humanitarian aid across the border.
"If the Americans were to propose a military intervention I would probably accept it", he said in an interview with Italian daily newspaper La Stampa.
Guaido, who has been trying to oust President Nicolas Maduro, said Edgar Zambrano had been "kidnapped" with the USA warned of "consequences" if he is not released.
It warned of "consequences" if he is not immediately released.
The coup attempt fizzled out within hours as it failed to attract broad support from the military, having been orchestrated by a small group of soldiers.
The US, one of the dozens of Governments including the United Kingdom which recognised the leadership of Mr Guaido in January, condemned the arrest of Zambrano and issued a stark warning against Mr Maduro. The United States, which has imposed sanctions in Venezuela's oil industry, has warned of severe repercussions if Maduro moves against the man he has described as a collaborator in a USA -engineered coup plot.More news: Voting begins in South Africa's general elections
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But analysts say there are limits to how far Mr Maduro can crack down, and that any attempt to arrest Mr Guaido risks inviting a strong response from the U.S., which has warned of "grave consequences" should the opposition leader be harmed.
The lawmakers say National Assembly Vice President Edgar Zambrano was in his vehicle when it was surrounded by heavily armed police outside his Democratic Action party's headquarters Wednesday. The auto was towed, with him inside, to Caracas' notorious El Helicoide prison, the Guardian reports.
Opposition leader Guaido (head of the National Assembly) has just approved the payment (reluctantly) to avoid a rush to collect on Citgo collateral.
"It's a politically motivated action aimed at silencing the National Assembly", an European Union foreign policy spokesperson said in a statement on Thursday.
National Assembly Vice President Edgar Zambrano, left, National Assembly President Juan Guaido and the assembly's outgoing president Omar Barboza, arrive at a special meeting of the assembly in Caracas in January.
The U.S. Treasury Department imposed sanctions on Moreno and the seven principal members of the court's constitutional chamber in 2017 for rulings that "usurped the authority" of the National Assembly.
Venezuela has suffered five years of recession that has seen more than 2.7 million people flee poverty, hyperinflation, food shortages and insecurity since 2015, according to United Nations figures.