Salah Ailalu, 47, was hit in the stomach on Tuesday by troops who saw him outside after they had declared a curfew in Jenin, sources said.
The curfew was imposed on Monday as part of a raid by Israeli occupation forces which residents described as the biggest in almost a year.
Hundreds of troops had commandeered rooftops and were conducting house-to-house searches.
Aljazeera's correspondent said troops also forced some Palestinians out of their homes.
The latest death took the total number of people reported killed since the start of the intifada to 4345, comprising 3326 Palestinians and 948 Israelis.
Commenting on the anniversary of the intifada, Aljazeera's correspondent in Jerusalem said 82% of Palestinians killed were civilians, 308 had been assassinated by the occupation forces and 16% were under the age of 18.
The correspondent said the inter-Palestinian situation was also deteriorating, with security getting worse and chaos spreading to many areas.
In addition, 7300 Palestinians are detained in Israeli prisons and 3500 Palestinian homes have been demolished, he said.
Ariel Sharon's entry into al-Aqsa
compound sparked the intifada
Meanwhile, Palestinian Prime Minister Ahmad Quraya called for a re-evaluation of what the intifada has achieved and the difficulties faced, Aljazeera's correspondent in Ram Allah said.
The intifada broke out exactly four years ago, after then Israeli opposition leader Ariel Sharon entered al-Aqsa mosque compound in Jerusalem, triggering clashes between Palestinians and Israeli forces.