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.
"He was right in the middle of everything," Milwaukee manager Ron Roenicke said. "He hasn't been able to do much baseball-wise because he didn't want to leave the house."
Roenicke said that missed time isn't a concern for Rodriguez. The 32-year-old reliever was traded from Milwaukee to Baltimore last July.
"He's a guy who not only can lead and prepare the guys well out there, but if he has to do the ninth (inning) or the eighth, he can do them all," Roenicke said. "If a guy is struggling a little bit he can talk to him, or he can take over for a while and give that guy a breather."
Rodriguez set the major league record for saves in a season with 62 for the Angels in 2008. He is expected to be a setup man for closer Jim Henderson.
Rodriguez will earn a base salary of $3.25 million with the possibility of more in bonus clauses.