Authorities in the Palestinian enclave run by the Hamas terror movement told them they had orders not to allow the women into the stadium at Nuseirat refugee camp south of Gaza City.
Some of the women instead watched the match between Al-Nuseirat and Al-Jalaa by standing outside the fence.
"We came here to encourage the team and youths in Nuseirat and watch the game, but we were surprised by the presence of Hamas security guards who closed the gates in our faces and did not allow us to go inside to cheer," said Ayat Othman, one of the women who tried to attend.
Female relatives of players have previously been allowed to attend matches in Gaza, but Sunday's match would have marked the first time under Hamas women could have attended on a large-scale basis, according to organizers.
They were to be seated separately from men in the stadium. The plan was an initiative of a project to improve sports clubs in Nuseirat.
Amal Shihadeh, an activist with the project, said she was disappointed by the authorities' actions.
"We wanted to set a precedent today in Gaza with women cheering on Al-Nuseirat club, but unfortunately we were shocked to find out after already coordinating with security forces that the gate was closed despite there being a women-only section," she said.
Hamas had not commented on the police's actions.
Farid Abu Yusuf, head of Al-Nuseirat soccer club, earlier said he hoped women would be allowed to attend the match.
"We have no problem (with women attending) without mingling, with a section for women and a section for men," he said.
"The players asked for their mothers, sisters and wives to attend and it evolved after that, and all women want to attend."
Hamas enforces Islamic law in the enclave, with alcohol banned and attempts to curb the mingling of the sexes in public places.
It seized control of Gaza in 2007 following a near civil war with rivals from Palestinian president Mahmoud Abbas' secular Fatah.
A reconciliation deal signed in October, and aimed at handing over control of Gaza to the Fatah-dominated Palestinian Authority, has since stalled.
Earlier this month, Saudi Arabia allowed women to enter a soccer stadium for the first time to watch a match as the ultra-conservative kingdom eases strict decades-old rules separating the sexes.