Mr Capriles has been at the forefront of efforts calling for a recall referendum on President Nicolas Maduro.
There was no immediate comment from the government.
The ban comes after a week of several large opposition-led protests in the capital Caracas. They accuse the government of stifling dissent.
On Thursday a man was shot dead during the demonstrations.
Over the last few days, authorities have accused Mr Capriles of inciting violence and bloodshed by leading protests against the unpopular president.
The protesters were demonstrating against a decision by the Venezuelan Supreme Court to assume control of the opposition-led congress.
Although the court's decision was quickly overturned, the street protests continued.
Mr Capriles, who is a former presidential candidate and the governor of the state of Miranda wrote on social media: "URGENT: I inform the country and international public opinion that I am being notified at this very moment of a BAN for 15 years."
He accused the government of running a smear campaign against him.
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In 2015 another prominent opposition leader, Leopoldo Lopez was sentenced to nearly 14 years in prison on charges of inciting violence during anti-government protests in 2014.
Mr Lopez was himself barred from office in 2008 when he was the popular mayor of a Caracas district.
The Venezuelan president, Nicolas Maduro, narrowly defeated Mr Capriles in the 2013 elections, a result that sparked controversy and debate as the opposition claimed electoral fraud.
Mr Maduro's government have said that a US-backed business elite is responsible for Venezuela's economic downturn and that it was trying to organise a coup to impose right wing rule.
A leading Venezuelan opposition leader, Henrique Capriles, says he has been formally banned for 15 years from political activity.