Oscar Perez, an opposition politician, said: "The persecution of the opposition is beginning.
"And I'm sure that Rosales won't be the last to go to jail."
Venezuela's public prosecutor on Thursday asked a court for a warrant to arrest Rosales.
He requested on Friday that Rosales' case be moved from Zulia, where he has wide support.
Since winning a February referendum allowing him to run for office as often as he likes, Chavez has moved to restrict the power of opposition mayors and governors.
"The persecution of the opposition is beginning. And I'm sure that Rosales won't be the last to go to jail."
He has stripped local government of responsibility for ports and airports, and put some police forces and hospitals in the hands of central government.
Rosales denies the charge that he became inexplicably wealthy during his time as governor of Zulia and says the move against him was ordered by Chavez.
Corruption is widespread in oil-dependent Venezuela, but charges are rarely brought against members of the government.
Chavez said last year Rosales should be arrested, accusing him of corruption, working with organised crime and supporting a coup that briefly ousted him seven years ago.
Chavez has in the past threatened political opponents with legal cases, but his government rarely jails them.
Several opposition leaders were imprisoned after the 2002 coup.
Last year the government used corruption charges to block several important figures from state and city elections in which the opposition won important states and cities, including Caracas.