By 2100 GMT, dozens of protesters were still chanting "Venezuela, freedom!" at the site in central Madrid. Some banged pots and pans, though Spanish riot police had pushed back much of the thinning crowd behind a line of police vans.
Mario Isea, the Venezuelan ambassador in Madrid, earlier told state TV channel VTV that he was holed up inside the center with embassy staff.
"We are besieged," Isea told the channel by telephone, adding that Spanish authorities had not moved rapidly enough to defuse the situation sooner. "They refuse to move and they want to set conditions for us to be able to leave. This is a kidnap."
It was not clear when he would leave. The Venezuelan embassy could not be reached for comment.
Demonstrations against Maduro's government have flared up across Venezuela over the last month, as opposition supporters pour onto the streets demanding elections and in protest against the economic crisis.
"What we want are elections and for Maduro to step down," said Salvador Rocafull, a Spanish-Venezuelan urological surgeon who had joined the crowd in Madrid.
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