Five others were wounded in the attack on Gaza City early on Sunday.
Those killed were reported to have been trying to flee in a car, the BBC's correspondent Alan Johnston said.
The Israeli military said the attack was designed to stop Palestinian rocket attacks on Israel, after a strike which wounded three on Friday.
They said the building was used to prepare rocket attacks on Israeli territory. Palestinians said the building was an al-Aqsa sports club and sports training camp.
The building targeted in the Israeli missile strike belonged to the Fatah Party, run by Palestinian leader Mahmud Abbas, witnesses said.
The car was hit moments after Israeli rockets hit the building, forcing people into the street.
The BBC's correspondent said a meeting was taking place in the building, when a helicopter was heard moving towards it.
Four of the wounded were security personnel guarding the Palestinians' Preventive Security headquarters near the al-Aqsa facility, hospital officials said.
Dozens of al-Aqsa members and their supporters gathered outside the hospital where the wounded were being treated, some of them firing rifles into the air.
"God willing, our rockets, our self-sacrificing martyrs and all the means of resistance will chase out the Zionists from every corner of our occupied land," al-Aqsa member Abu Mujahed said, accusing Israel of carrying out a targeted attack.
Source: BBCLast Mod: 20 Eylül 2018, 18:16