The Colombian soldiers were allegedly stopped 800m on the Venezuelan side of the border in the south-eastern state of Apure and immediately ordered to leave, the Venezuelan government said in a statement on Saturday.
Venezuela described the incident as "an act of provocation", and called on Colombia to "immediately halt these violations of international rights and of Venezuelan sovereignty and territorial integrity".
'Destabilising'
The government of Hugo Chavez, the Venezuelan president, said it was concerned because the incident happened at a time when the administration of Alvaro Uribe, the Colombian president, "is deliberately seeking to destabilize the region".
The Colombian military has been battling fighters from the Revolutionary Armed Forces of Colombia (Farc), who reportedly cross jungle borders to hide inside Venezuela and Ecuador.
Uribe said his government was trying to confirm whether Colombian troops crossed the border.
He said: "I just learned about the government of Venezuela's protest. We will ask the defence minister and high command to carefully examine it."
"If it is true that our soldiers went in there, we will offer our apologies. If it is not true, we will give an explanation."
The alleged incursion came two months after a diplomatic row erupted when the Colombian military attacked a Farc camp just inside Ecuador on March 1.