About 30 policemen entered the parliamentary compound on Monday, which police had also briefly occupied on Saturday.
Some took up positions on the roof and on top of a nearby building firing into the air, witnesses said.
Wail al-Dahduh, Aljazeera's correspondent in Gaza, later
reported that they had left the compound of the Gaza headquarters of the Palestinian Legislative Council.
The incident was the third in three days to protest against Hamas's victory in legislative elections last week.
Many policemen, loyal to Fatah, fear that control of the Palestinian security force will be transferred to Hamas, an Islamist resistance group that swept to victory over the long-dominant faction in parliamentary elections on Wednesday.
There were no reports of casualties in the latest move into the parliamentary complex in Gaza City.
On Saturday, police left the area after protesting against calls by Hamas leaders to set up a Palestinian army that would include members of the resistance group's armed wing.
Hamas leader hurt
In other news, a military leader of Hamas was wounded in a drive-by shooting in the Gaza Strip on Monday, local witnesses and medics said.
Fatah loyalists have clashed with
Hamas fighters after the vote
Khaled Abu Anza, a local leader of Hamas's armed wing, was seriously wounded in the attack in the town of Khan Yunus, medics said.
Another man travelling with him was also hurt.
No claim was made for the shooting, but local Hamas leaders blamed rival group Fatah for the attack.
Sami Abu Zuhri, a Hamas spokesman in the Gaza Strip, said there would be an investigation to uncover the identity of the culprits.
"Two Qassam (military wing) men were the subject of an assassination attempt when a car sped past their vehicle and opened up with heavy fire at them. We are investigating to determine who is behind this crime," he said.
Hamas said there was a second attack but no one was hurt.