The rocket was an upgraded version with a range of about 31 miles and carried a large payload of explosives, Israel Radio said, quoting military sources.
It was the first such incident since Operation Pillar of Defense, the Israeli-initiated military operation in Gaza in November aimed at bringing a halt to rocket fire on towns and cities in southern Israel.
The Fatah's al-Aqsa brigades claimed responsibility, saying the rocket fire was in retaliation for the death of Arafat Jaradat, a Palestinian who died in an Israeli jail last weekend, Israel Radio said.
His death sparked violent protests in the West Bank.
"Quiet will be met with quiet," Israeli President Shimon Peres told the radio station during a visit in the South. "The Palestinian Authority understands that a return to violence will be disastrous."
Adnan Damiri, spokesman for the Palestinian Authority's security apparatus, accused Hamas of attempting to escalate the situation in Judea and Samaria. He told Israel Radio the Palestinian Authority has no interest in escalating the situation.
"We are operating every way possible to avoid armed resistance," he said.
Damiri said that questioning of recently arrested Hamas operatives revealed attempts by the organization to incite and create chaos in the West Bank. At the same time, Damiri said he supports the right of the Palestinian people to wage "popular resistance" activities.
Notable deaths of 2014 [PHOTOS]
U.N. investigator: prosecute North Korea