"Preliminary review suggests that the rocket launched earlier today at Israeli territory fell short in the Gaza Strip," a statement said.
Sirens had sounded in southern Israel, and the army had announced that a rocket had "hit an open area."
Yesterday, an improvised explosive device was detonated on the southern Gaza border as an Israeli army patrol passed by.
Nobody was wounded and the soldiers "responded towards the direction of the attack," the military said.
Sunni militants claiming links to the Islamic State group have said they have been behind rocket fire from Gaza in recent months, but Israel holds Hamas responsible for all such incidents.