US citizens and government personnel have been advised to avoid areas of demonstrations and large gatherings, which have taken place throughout Venezuela for weeks as President Nicolás Maduro faces pressure from a USA -backed coalition to step down.
Much of Venezuela has been without power since last Thursday.
Guaido joined a series of small opposition demonstrations around Caracas on Tuesday afternoon to protest the blackout, where he mocked the prosecutor's investigation.
The US government, which recognises Juan Guaidó as the country's de facto leader, chose to withdraw staff from its embassy in Caracas this week.
Mr. Pompeo said the remaining diplomats would be out of Venezuela by the end of the week but gave no indication of future policy steps despite past warnings that "all options" including the use of military force are on the table for removing Mr.
Maduro's Foreign Minister Jorge Arreaza said Tuesday that they were behind the departure of remaining US diplomats, ordering them to leave after talks over their continued presence broke down Monday.
Washington has taken the lead in recognising Guaido as Venezuela's rightful president after the 35-year-old congress chief declared himself interim president in January, calling Maduro's 2018 re-election a fraud.
Venezuelan opposition leader Juan Guaido is under investigation for the alleged sabotage of the country's power grid, the chief prosecutor said Tuesday, as the government sought to pressure an adversary who blames corruption and mismanagement for almost a week of national blackouts.More news: More blackouts hit Venezuela as opposition, government rally
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The announcement by Tarek William Saab, the attorney general, escalated the Venezuelan government's standoff with Guaido, although there are questions about how aggressively authorities would move against a man who is staunchly supported by the United States as well as many Venezuelans.
Dimitris Pantoulas, a Caracas-based political analyst, said Maduro had appeared "worried, anxious and absolutely desperate" in his Monday night broadcast, suggesting the situation was dire.
"This is a technology that only the government of the United States possesses".
Information Minister Jorge Rodriguez said power had been restored in the "vast majority" of the country.
The pullout was ordered due to the "deteriorating situation" in the country, he said.
Mr. Maduro ordered all USA diplomats to leave Venezuela in late January because of its support for Mr. Guaido, but he later retreated and allowed them to stay.
Russia's propaganda outlets have been operating at full steam to help rally global support for Maduro and thwart US aid programs for the democratic opposition.
Pompeo says Maduro sends up to 50,000 barrels of oil to Cuba per day to help prop up Cuba's "tyrant socialist economy while Maduro needs Cuban expertise and repression, to keep his grip on power".