"There were massive protests today by hundreds of angry Palestinian pilgrims inside the shelter set up by Egyptian authorities," a security source told Reuters news agency.
Media reports said that windows were smashed and fires started in the camps in the town of El-Arish in Siani as the Palestinians rioted.
An elderly woman died of heart attack as she was caught up in the violence, according to local medical officials.
During Monday's riots, the pilgrims shouted angry slogans against Hosni Mubarak, the Egyptian president, and his government for not allowing them to cross into Gaza through Rafah, where Israel has no control. 'Egypt pressured'
Al Jazeera's Amr el-Kahky in El-Arish said that Egypt was under pressure from Israel not to let the pilgrims through the Rafah crossing.
"Egypt cannot let them through after intelligence reports that they are carrying huge amounts of money and that some of them have been military trained outside the country," he said.
Egyptian authorities had tried to persuade them to spend the night in shelters in a sports complex or at a youth hostel in El-Arish until a decision was reached on their return.
But hundreds of them refused to stay in the shelters, spending the night outside before Monday's violence.
After Egyptian security brought the rioting under control, many of the pilgrims continued their protest by refusing to accept meals provided by the government.Gaza protest