Travel to is correct.But it you are talking about travelling within the country then you can say I travelled in Venezuela.It is a different meaning.

It depends what you're looking to say. "I travelled to Venezuela" means you travelled into Venezuela from a different country. "I travelled in Venezuela" means you travelled within Venezuela itself. I.e you didn't leave Venezuela. Just a heads up "I travelled in Venezuela last year" sounds really bad. A much more natural way of saying it would be something like "I spent two weeks travelling in/around Venezuela last year" or simply "I was/went travelling in/around Venezuela last year". I prefer using "around".