The State Prosecutor's Office said three National Guard sergeants would be charged later on Thursday for their "presumed responsibility" in Castellanos's killing.
Anti-government protesters march to the Interior Ministry in Caracas on Wednesday.
President Trump told a press conference in Washington he would "work together to do whatever is necessary to help with fixing" the crisis.
The Trump administration plans to impose new sanctions soon on at least half a dozen Venezuelan officials for alleged human rights violations amid US concern over the Venezuelan government's crackdown on unrest, congressional aides said on Thursday.
Earlier this year, the U.S. Treasury also imposed new sanctions against Venezuelan Vice President Tareck El Aissami, after accusing him of being involved in drug trafficking.
Those sanctioned will have their assets frozen within U.S. jurisdiction, and USA citizens will be barred from doing business with them, the United States treasury department said on Thursday.
Most shops in San Cristobal, a traditional hotbed of anti-government militancy, were closed on Thursday, with long lines at the few establishments open.
Opposition supporters clash with riot security forces while rallying against President Nicolas Maduro in Caracas, Venezuela, May 18, 2017.
The Trump administration has threatened further measures against Caracas, but sanctions so far have stopped short of hitting the oil sector in Venezuela, which is a major United States oil supplier.
In issuing its sanctions ruling, the U.S. Treasury Department cited several court rulings since the opposition gained control of congress. One was the approval of Maduro's budget and his appointment of two government sympathizers to the National Electoral Council, decisions that are supposed to require National Assembly approval.
The agency said the justices were responsible for a number of rulings in the past year that have usurped the authority of Venezuela's democratically-elected legislature, the National Assembly.
Moreno, while not directly involved in those decisions, has defended them and from the bench also upheld a almost 14-year sentence against opposition leader Leopoldo Lopez a day after Trump called for his release at a White House meeting with his wife.
The new sanctions come as Maduro is facing increasing global pressure to hold elections.
Venezuela's latest wave of anti-government unrest, which has left at least 44 people dead in the last six weeks, began when the Supreme Court assumed the powers of the National Assembly in March. On Thursday, several thousand demonstrators once again collapsed Caracas and other cities in protests that ended in clashes with security forces firing tear gas and rubber bullets.
The Treasury Department has in the past sanctioned Venezuela n officials or former officials, charging them with trafficking or corruption. It was also hours after Venezuelan authorities prevented a known politician from traveling to NY for a meeting at the United Nations to discuss the crisis.
The threat of new sanctions comes as Venezuela's socialist president, Nicolas Maduro, is facing increasing global pressure to hold elections. Marco Rubio of Florida, the main congressional backer of Trump's hardened stance toward Maduro, said of the sanctions.