McGuinness, who is the North’s deputy first minister, said the implications of a U.K. withdrawal from the European Union -- known as Brexit -- would be “absolutely enormous” for Northern Ireland.
He was speaking after British Prime Minister David Cameron negotiated a “special status” deal last week for his country with other EU leaders.
The deal, negotiated after much public pressure in Britain, includes changes in child benefit payments to migrant workers for children living overseas, and a seven-year “emergency brake” on welfare payments to be applied in the event of exceptional levels of migration.
The deal is to be put to a national referendum in Britain on June 23.
Already the ruling Conservative Party is split on whether it should be accepted with Britain continuing within the EU, or rejected and Britain opting for Brexit.
A number of ministers, including Villiers, are supporting a no vote. They are backed by London Mayor Boris Johnson who is viewed as a star campaigner for Brexit.
“Anybody that has examined our relationship in the North with the EU over the course of many years, can’t fail to recognize enormous benefits there have been for the community and voluntary sector, farmers and business community,” McGuinness said.
“I believe that right across the community -- Unionist and the broad Nationalist/Republican community -- the majority of people place great value on our membership of the European Union and they want that to continue.
“Isn’t it odd that Theresa Villiers should now be advocating withdrawal from the EU when clearly the benefits for the North are very, very obvious.”
A spokesperson for Villiers described calls for her to resign as “ludicrous” and “ridiculous.”
Sinn Fein, the SDLP and the Alliance Party will campaign for the U.K. to remain in the EU.
The Ulster Unionist Party has said its ruling executive will meet next week to decide its position on the issue.
The Democratic Unionist Party are backing Brexit.