The officials said it was the first attack by militants in nearly two months and came while some world leaders and celebrities were in Jerusalem for President Shimon Peres' 90th birthday celebration.
Code Red warning sirens sounded in Ashkelon at 5:40 a.m. before three rockets fell in open Palestinian areas, Israel Radio reported.
The firing broke a period of calm during which the Hamas regime in Gaza was able to restrain militant elements, The Jerusalem Post said.
The coordinator of government activities in the territories ordered the closure of the Kerem Shalom border crossing between Gaza and Israel after the attack.
About 20 rockets have been fired by militant groups this year. Several were launched during a visit by U.S. President Barack Obama in March.