The senator said he found Ms Fonseca seated in the living room and she told him that the door to the house had been opened by somebody else, even though she was not aware of the existence of any duplicate keys.
The senator also said that Ms Fonseca was sure the threat to her life and the bad conditions she was being subjected to emanated from a Venezuelan citizen.
Mr Dwight Sagaray, who was a diplomat at the embassy at the time, is being tried with others for the killing.
Venezuelan Ambassador to Kenya Olga Fonseca had confided in a senator that her life was in danger a few days before she was killed, a court heard on Monday.
Giving evidence during the trial of seven people accused of killing Ms Fonseca, Machakos Senator Johnson Muthama said the ambassador made the confession during a meeting at a place arranged by her office.