The Red Color siren was sounded on Friday night, shortly after 11:30 pm in the city of Sderot, in the community of Ibim and in Kibbutz Or HaNer in southern Israel.
The IDF confirmed that sirens had been activated in the area and said it was investigating.
At this time, it is unclear whether rockets were indeed fired towards the region.
The siren was heard hours after Hamas claimed that two Palestinian Arabs were killed by Israeli fire in the weekly clashes along the Gaza border.
The IDF did not comment on the deaths, but said an estimated 6,200 rioters and demonstrators gathered in locations along the border and threw firebombs and explosive devices at troops, as well as approached the fence.
Two weeks ago, a rocket launched by terrorists from the Gaza Strip towards southern Israel exploded on a road in the Shaar Hanegev Council. There were no injuries.
The IDF later retaliated by striking a number of terror targets in a Hamas military compound in the northern Gaza Strip.