No injuries or damages were reported in the attack.
Southern residents reported hearing a loud explosion a short while after the Color Red alert system was activated.
Earlier this week, Hamas security forces detained members of Islamic Jihad's military wing on suspicion of firing mortar shells at IDF troops near the Gaza border fence.
On Wednesday, members of the Kfar Aza Kibbutz in the south met with President Shimon Peres. During the meeting, residents expressed their fear over the possibility of renewed rocket attacks.
Regional Council Head Alon Shuster said that "the fear of rocket attacks is present all the time, as we know there is no control over all (Palestinian) organizations."
"We think the government needs to deal with the economic rehabilitation of Sderot and the Gaza region. A new government has been in power for several months now, and it needs to address it," he said.
Also on Wednesday, the defense establishment and the Rafael Armament Development Authority reported successful tests of the Iron Dome rocket defense system over the past few days. The system succeeded in intercepting and destroying targets.
The Iron Dome system was developed by Rafael in order to defend Israel from rocket and missile attacks.