CARACAS/MARACAY, Jan 9 (Reuters) - Venezuela opposition leader Maria Corina Machado was detained at a march in Caracas on Thursday in her first public appearance in months and her ally, former presidential candidate Edmundo Gonzalez, demanded she be freed immediately.

Machado's detention is by far the most significant in a series of arrests of opposition figures after a disputed July election and bodes badly for Gonzalez's promised return to the country ahead of the Friday inauguration of President Nicolas Maduro for a third term.

Earlier, Machado's Vente Venezuela movement said she was "violently intercepted" leaving a march in eastern Caracas, and that the motorcycle caravan in which she was riding had been shot at.