"IDF [army] concluded that no rocket was launched," army spokesman Peter Lerner said on Twitter.
"We're looking in to reason of activation," he added.
Israeli public radio, for its part, said that sirens had sounded in the towns of Yad Mordechai and Nativ Hatsra, located near Israel's northern border with the Gaza Strip.
Last week, a rocket had been fired into southern Israel from the Gaza Strip without causing any casualties or damage.
Israeli Defense Minister Moshe Ya'alon, for his part, said that combating terrorism is a complex task that requires determination and an iron fist, according to Israeli public radio.
On Wednesday, a member of Hamas' Ezzeddin al-Qassam Brigades was killed by Israeli gunfire in the southern Gaza Strip.
The Israeli army said that the strike was in response to a sniper attack on army troops on Gaza border.
On July 7, Israel launched a 51-day military onslaught on the Gaza Strip with the stated aim of halting rocket fire from the coastal enclave.
By the time the offensive ended on August 26, more than 2,160 Gazans had been killed, mostly civilians, and 11,000 injured.
At least 73 Israelis – 68 soldiers and five civilians – were also killed during the offensive.