The Brazilian opposition politicians were trying to meet Leopoldo Lopez, who is in jail accused of inciting violence during protests.
The group said the bus was stoned as it travelled from Caracas airport.
Brazil’s foreign ministry says it will seek an explanation from the Venezuelan government.
One of the senators, Ronaldo Caiado, tweeted: “Our bus was under siege; they were beating and trying to break it. I filmed them throwing stones against the bus.”
Another, former presidential candidate Aecio Neves, said: “We are here to defend democracy and until now the Venezuelan government has shown little appreciation of it.”
The BBC’s Daniel Gallas says the group returned to the airport and is reportedly waiting to go back to Brazil.
The incident occurred a few hours after the senators landed in Caracas airport.
Earlier this month former Spanish Prime Minister Felipe Gonzales left Caracas earlier than expected after his attempts to speak to Mr Lopez, who has been in jail for more than a year.
Mr Lopez is accused of inciting violence during protests last year. More than 40 people, from both sides of the political divide, were killed in months of demonstrations against the government of Nicolas Maduro.
President Maduro’s government is wary of foreign support of Venezuelan opposition leaders.
The Brazilian foreign ministry said hostile acts against its politicians were unacceptable and promised to seek an explanation from Venezuela.
Venezuelan officials have not commented.