Footage shows Luke Denman, 34, and Airan Berry, 41 with their hands up in the air in the port city of La Guaira, being walked to shore at gunpoint, according to the Daily Mail.
U.S. President Donald Trump has denied involvement. Pompeo echoed earlier assertions by other Trump administration officials that the United States had no "direct involvement" in the raid that went askew Sunday.
The U.S. government will use "every tool" available to secure the release and return of Americans if they are being held in Venezuela, U.S. Secretary of State Mike Pompeo vowed on Wednesday.
Footage of the interrogation was broadcast during a press conference by President Maduro on state TV in the country.
"I was helping Venezuelans take back control of their country", Mr Denman, a former U.S. special operations forces member, said.
Authorities in Venezuela identified the two men as Luke Denman and Airan Berry, both former US special forces soldiers associated with the Florida-based private security firm Silvercorp USA.
He said he carried it out on a "shoestring budget" after signing an agreement with US -backed Venezuelan opposition leader Juan Guaidó, who Goudreau accuses of failing to pay him.
Denman said he and Berry flew into Colombia on January 16 with Goudreau and explained that their plan was to meet with Venezuelans and train them in Colombia in advance of an operation.
Venezuela and the U.S. broke diplomatic a year ago, so there is no U.S. Embassy operating in Venezuela's capital of Caracas that can offer the two detained men assistance.
Big jump in diesel prices in Delhi from today
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He said his mission was to secure the airport and establish outer security, though it was unclear how they planned to get Mr Maduro on a plane.
Venezuelan forces killed six and captured a few dozen armed men who launched a freaky amphibious raid on a beach in northern Venezuela on Sunday.
Goudreau confirmed his role as organiser of the operation in media interviews on Sunday and told Reuters on Monday that Denman and Berry were "my guys". U.S. media have suggested they are former members - but this has not been confirmed.
The Venezuelan government foiled an attempt on May 3 by mercenaries to enter Venezuela on speed boats from Colombia and to commit terrorist attacks within the country.
What is the background to this?
That's not to say that the threat posed by the USA shouldn't be taken seriously anymore, but just to point out that it also isn't as strong as it portrays itself as being.
On Monday, Mr Guaidó denied having anything to do with the ex-Green Beret.
"Nothing should be taken at face value when we see the distorting of facts", a State Department spokesperson said in a statement.
"They're trying to create a state of apparent confusion, an effort to hide what's happening in Venezuela", Guaido said in a virtual session of congress on Tuesday, citing gasoline shortages, a deadly prison riot and a violent gang battle in Caracas.