An army spokeswoman confirmed that troops on Wednesday had opened fire in open fields in the so-called "no-go zone" after a missile was fired from the area shortly before the 1600 GMT deadline came into effect.
"It's in direct response to that," said the spokeswoman, describing the artillery fire as "slightly larger scale" than previous bouts of firing.
The Israeli army had earlier set a deadline of 6pm (1600 GMT) for Palestinians in the Gaza Strip not to enter the security zone.
The warning on Wednesday was issued on leaflets airdropped over the northern Gaza Strip, written in Arabic and accompanied by a detailed map indicating the confines of the security zone in uninhabited areas of the far north.
The deadline came as part of a concerted drive to put an end to rocket attacks by Palestinian resistance fighters firing from northern Gaza into southern Israel that also saw the army carry out air raids throughout Tuesday night.
Tuesday's strikes on Gaza took place at the same time as warplanes targeted Palestinian fighters near Beirut in response to a series of rocket attacks against a town in northern Israel from across the border with Lebanon.
While there were no reported casualties in Gaza, at least two
members of the PFLP-GC, a small pro-Syrian faction, were wounded in the air strike to the south of Lebanon's capital.
The security zone incorporates an area where three Jewish settlements stood until they were demolished over the summer.
"For your own safety, read this statement carefully and act accordingly," said the leaflet signed by the Israeli army command.
"The army is prepared to wage intensive operations in the north of the Gaza Strip against terrorist elements who fire rockets into the territory of the State of Israel."
"For your security you are warned to avoid the sectors indicated on the map from 6pm (1600 GMT) 28 December until further notice," said the leaflets.
"For your security you are warned to avoid the sectors indicated on the map from 6pm (1600 GMT) 28 December until further notice"
"Those who disregard this warning will put their lives in danger. Know that the terrorists have made you hostages and human shields and safeguard your interests."
Shaul Mofaz, the Israeli Defence Minister, ordered the application from late Monday of a decision to create the zone in the north of the territory.
The order for a "security strip" to protect Israel against Palestinian resistance attacks came three months after Israel withdrew all Jewish settlers and troops from Gaza following a 38-year occupation.
Any Palestinian straying into the zone could be shot by troops from across the border. Helicopters are expected to play a key role in enforcing the "sterile" zone.
Ahmed Qorei, the Palestinian prime minister, has "categorically rejected" the plans and warned against "the consequences".
Residents in Gaza City had earlier recounted how Israeli jets consistently broke the sound barrier during sorties that began shortly after midnight on Tuesday and ended at daybreak.
Palestinian security sources said the air strikes had targeted roads around the northern towns of Beit Hanun and Beit Lahiya.
Israeli jets continue to target
Palestinian resistance groups
The army said it had attacked 10 roads used by Palestinian fighters to reach rocket launch sites on the edge of the border into southern Israel.
The raids followed an overnight rocket attack on the southern Israeli town of Sderot that caused no casualties.
Israeli commentators said Palestinian factions in Lebanon had been emboldened by what they regarded as a timid response to the Gaza rockets.
Israeli security sources said at least three Katyusha rockets had been fired from Lebanon at the northern town of Kiryat Shmona, hitting the roofs of two houses.
Electricity supplies were also cut in the attacks as locals were ordered to take cover in bomb shelters. Several people were treated for shock but no one was wounded.
Israeli military sources said it was the first time Kiryat Shmona, around eight kilometres south of the Lebanese border, had been hit since Israeli troops withdrew from southern Lebanon more than five years ago.
Lebanese police said a total of seven rockets had been fired from the border region.
There was no immediate claim of responsibility from the Lebanon-based Palestinian factions.