One of the militants was said to be a member of the Al-Aqsa Martyrs Brigades, an armed wing with links to Palestinian President Mahmoud Abbas' Fatah. The Israeli military said the group was preparing to launch a rocket attack on Israel.
Earlier on Thursday, Al-Aqsa claimed responsibility for a rocket attack on Sderot, in southern Israel. No one was hurt but serious damage to a house was reported.
Dozens of Israeli soldiers were injured, some seriously, as a result of a rocket attack on a military training base on September 11. Israel later declared the Gaza Strip, with a population of 1.5 million, an "enemy entity".
The Gaza Strip is controlled by the Islamist group Hamas, which seized control of the area in June after violent clashes with Fatah.
