The army gave no further details, but public radio said a rocket had exploded near an Israeli town it did not identify.
Palestinian militants in Gaza have fired more than a dozen rockets or mortar rounds at Israel in violence that erupted after US President Donald Trump's controversial December 6 recognition of Jerusalem as Israel's capital.
The rockets are often fired by fringe Islamist groups, but Israel holds Gaza's rulers Hamas responsible for any attacks from the territory and has repeatedly retaliated, targeting Hamas positions.