A rocket launched from the Gaza Strip landed south of the coastal city of Ashkelon in an industrial zone Wednesday afternoon.
There were no immediate reports of injuries.
The Islamic Jihad reportedly took responsibility for the attack.
In response to the attack, IDF forces shelled the source of the rocket fire in northern Gaza.
The launch came less than one day after Kassam rockets were launched at Sderot, leading its residents to threaten to go on a city-wide strike.
Earlier Wednesday, a Palestinian terrorist was killed and another seriously wounded when they attempted to carry out an attack against IDF forces, Palestinian hospital officials said.
The IDF said troops identified two armed men approaching the fence near the Karni crossing and opened fire, hitting the two men. The men lay in a no-man zone until a Palestinian ambulance evacuated them, the army said.
The Palestinian terrorists, one dead and one seriously wounded, were found with assault rifles and dressed in military fatigues, hospital officials said. The Israeli troops prevented the Palestinian ambulance from approaching the men for an hour, the officials said.
No group immediately took responsibility for the attempted attack.
The IDF, meanwhile, continued to shell Kassam launching sites in northern Gaza early Wednesday.
In recent days, Israel gunned down nine terrorists, sparking harsh criticism from UN Secretary General Kofi Annan.
According to Annan, Israel has the right to defend its citizens, but criticized the policy of targeted killings, saying that they were like, "executions without trial."
Annan also expressed concern over the firing of Kassam rockets from Gaza into Israel and called on both Israelis and Palestinians to respect international law and to take steps to quell the violence.