Militant Palestinians in the Gaza Strip fired another rocket at the Israeli border area on Wednesday evening.
The Israeli army said warning sirens sounded in the city of Sderot.
A bullet was identified.
Earlier, Israeli police forces stopped a controversial flag march by nationalist Israelis in Jerusalem.
Militant Palestinian organizations in the Gaza Strip had issued sharp warnings against the march in advance.
You have "your finger on the trigger," it said in a joint statement.
The situation in Jerusalem has recently been extremely tense again.
In the past few days, Palestinians have clashed with Israeli security forces on the Temple Mount (Al-Haram al-Sharif).
There were numerous injuries.
The clashes further intensified tensions after a wave of terror in recent weeks.
On Monday, militant Palestinians in the Gaza Strip fired a rocket at the Israeli border area for the first time since the beginning of the year.
The missile was intercepted by the missile defense system.
In response, Israel's air force attacked a target of the Islamist Hamas, which rules in the Gaza Strip, on Tuesday night.