"MDC views this continued harassment and arrest of MDC legislators by the state security agents as a direct affront to the will of the people of Zimbabwe," the party said in a statement
Eliah Jembere, another MDC member, was taken into custody on Monday.
Also on Tuesday, opposition members jeered Mugabe as he officially opened parliament.
MDC members chanted "Zanu-PF is rotten" and "We have a pact with the people" during Mugabe's address.
Earlier, the MDC had met to discuss a possible boycott of the parliament session, but decided to attend the opening.
The MDC had said Mugabe had no right to address the parliament until power-sharing talks between the opposition and the ruling Zanu-PF have been completed.
On Monday, both Zanu-PF and the MDC won positions in the two chambers, further complicating Zimbabwe's post-election political crisis.
Lovemore Moyo, The MDC's national chairman, was elected as speaker of parliament.
The role is one of the most powerful positions in parliament, but the Zanu-PF won a vote for the presidency of the upper house of parliament, meaning it can block legislation passed by parliament.
Negotiations between Zanu-PF and the MDC have stalled over what the opposition says is Mugabe's refusal to give up executive power after 28 years in office.
The deadlock, which persists in spite of strong regional and international pressure for a deal, has dampened hopes of an agreement that could end the political crisis and revive the economy.