Rodriguez had been trying to get out of Caracas since signing a one-year contract with the Brewers on Feb. 7.
Rodriguez's girlfriend and his two children came with him. They left an area that has been affected by the deaths of anti-government protesters in his native country.
Brewers manager Ron Roenicke says Rodriguez wasn't able to do much in the way of baseball activities because he was worried about leaving the house.
Roenicke said Saturday that missed time isn't a concern for Rodriguez. The 32-year-old reliever was traded from Milwaukee to Baltimore last July.