Ledezma is the best-known detained opponent of leftist President Nicolas Maduro after Leopoldo Lopez, and had spearheaded street protests against the president in 2014.
Veteran Venezuelan opposition leader Antonio Ledezma, under house arrest since 2015 for alleged coup plotting, escaped across the border to Colombia on Friday and later flew to Spain.
With a 2018 presidential election looming, an array of major Venezuelan opposition figures are now in exile, detention or are barred from holding office.
They say Maduro has turned Venezuela into a dictatorship, while the government accuses them of joining forces with a US-led global plot to topple him.
Ledezma, the best-known detained opponent of leftist President Nicolas Maduro after Leopoldo Lopez, had spearheaded street protests against Maduro in 2014 that led to months of violence and 43 deaths.
"In Spain today I feel free," he said at Madrid's Barajas airport, where he arrived in the early hours of Saturday. He was cheered by a small crowd including his wife and two daughters, who were already in Spain. Supporters chanted the Venezuelan anthem.
"Let's not permit that Venezuela dies in our hands," he also said, adding that he would soon meet with Spanish Prime Minister Mariano Rajoy.
The 62-year-old former Caracas metropolitan mayor said he had gone past 29 police and army controls during a clandestine, overland journey that he kept secret from his loved ones.
"I ask my wife and daughters to understand. They have suffered long hours of anguish without knowing where I was," he told reporters in the Colombian border town of Cucuta after crossing a bridge from San Antonio in Venezuela.
"It was my decision alone."
"Welcome to freedom!" tweeted former Colombian President Andres Pastrana, who is close to Venezuela's opposition and the families of other jailed activists.
Ledezma was mocked by Maduro as "The Vampire," and accused by officials of helping violent hardliners, including dissident military officers plotting to topple the president via air strikes. Ledezma said those charges were trumped up.
"I hope they never send him back, they can keep the Vampire," Maduro said on Friday evening.
"The people of Madrid will have to be careful at night, the Vampire (is going) to Madrid."
"Torturing the Venezuelan people"
Before boarding a private plane to Bogota, Ledezma said he was planning a "global pilgrimage" to fight for political freedom in Venezuela. He thanked Colombia's government, which also recently gave asylum to another high-profile Venezuelan dissident, former state prosecutor Luisa Ortega.
"It's time for him (Maduro) to step aside and allow a transition government," said Ledezma. "Maduro cannot keep torturing the Venezuelan people, he's killing Venezuelans with hunger."
The OPEC nation of 30 million people is suffering a fourth year of brutal recession, with the highest inflation in the world, shortages of food and medicines, and many people having to skip meals or suffering preventable illnesses.
Government supporters have long vilified Ledezma for supporting a brief 2002 coup and accused him of corruption.
State media repeatedly show a video where a jailed student radical lauds him as "an old fox ... the politician who most supported the resistance."
Ledezma, along with another opposition leader, Maria Corina Machado, has been part of the more militant wing of Venezuela's opposition coalition. Both oppose a planned new political dialogue between the opposition and government scheduled for early December in the Dominican Republic.
"I left my flag with Maria Corina Machado, in whom I trust completely," Ledezma told reporters.
Ledezma won the Caracas mayoralty in 2008, but some of his functions and funding were quickly transferred to a new, pro-government office. Upstaged by younger opposition leaders, Ledezma was not viewed as a future presidential candidate.
Intelligence agents took him from his office in Caracas in February 2015. He was originally held at the Ramo Verde military prison before being granted house arrest.
Machado told reporters Ledezma had been under increasing pressure from authorities and had faced threats to return him to Ramo Verde due to his opposition to the political dialogue.
"We believe in real negotiations, but only ones that lead to the exit of the dictatorship," she told reporters.