"We do indeed call for a transparent investigation to clarify the circumstances of his death", she added.
Ravina Shamdasani with the Office of United Nations High Commissioner for Human Rights in Geneva said the U.N.'s Human Rights Council has mandated the human rights arm to do a report on Venezuela, but was unclear if the councilman's death would be covered in that report.
Jorge Millan, another Justice First legislator, said a delegation of lawmakers had immediately gone to SEBIN's headquarters to request answers on Alban, who was municipal counselor for a Caracas district.
The US imposed new sanctions on several of Mr Maduro's top allies last week as President Donald Trump urged United Nations members to support a "restoration of democracy" in Venezuela.
Authorities have arrested at least 30 people linked to the drone explosions on August 2, which injured seven soldiers. Maduro was seen reacting on live television to an off-camera explosion while he addressed a military parade in Caracas.
The opposition and rights groups have said Maduro's administration is holding hundreds of political prisoners on trumped-up charges meant to stifle dissent.
A second explosion was heard and then the assembled troops could be seen breaking formation and scattering in panic.
Maduro said the blasts were from explosives-laden drones sent to assassinate him, though opposition figures accuse Maduro of fabricating the incident to step up repression in his country, which is suffering an economic crisis.
Borges said on Twitter the "cruelty of the dictatorship ended the life of Alban". The European Union said it expected a "thorough and independent investigation".
The opposition First Justice party, to which Alban belonged, said it was holding Maduro's government responsible.
The visiting U.S. chairman of the Senate Foreign Relations Committee, Bob Corker, said on Twitter that the government had a "responsibility to ensure all understand how that could have happened".
"Those of us who knew Fernando know that he could NEVER have acted against his life", he said on Twitter.
Mr Alban's lawyer, Joel Garcia, told reporters that when he last saw Mr Alban on Sunday, "he was not beaten, he was fine".
Interior Minister Nestor Reverol said via Twitter that the opposition politician had been detained at SEBIN since Oct 5, Xinhua news agency reported.
While dozens of youths were killed in violent street battles with security forces past year, the death of government opponents while in state custody came as a shock to many Venezuelans, something akin to the far deadlier, right-wing dictatorships that dominated South America in the 1970s that Maduro frequently denounces.