A Hamas security source said the vehicle was being driven by Islamic Jihad members when it was hit.
Islamic Jihad said the vehicle was carrying its members on a "holy mission," code for an attack on Israel.
Hamas TV footage showed the burned car with at least one rocket inside.
Hamas spokesman Sami Abu Zuhri, blamed Israel.
"Israeli attacks are continuing on Gaza, and there are responses from the resistance to these attacks," he said.
Israel has frequently targeted Gaza groups in air strikes, saying the goal is to prevent daily rocket barrages from Gaza at Israeli border towns.
However, Israel had stayed on the sidelines during this month's lightning Hamas sweep through Gaza, when the movement's forces overran headquarters of security forces linked to the rival Fatah of Mahmoud Abbas, the Palestinian president.