In Rafah, about 1,000 people called for Egypt to open its border crossing, the only one that bypasses Israel.
"We do not represent a threat to Egypt's security, but we ask our brothers to open Rafah and break the siege," said Abu al-Sibbah, a Hamas leader.
Pressure on Israel
Al Jazeera's David Chater, reporting from Gaza, said the protests were an attempt by Hamas to put pressure on Israel to lift its blockade.
"In a way, Hamas is showing its power - it's moved thousands of people to two of the crossing points, one by Israel and one by Egypt," he said.
"And I suppose, behind it is the threat that once against they will attempt to storm these crossing points if and when the Israelis decide they are not going to change their attitude and lift the suffocating siege of the Gaza Strip."
Reports on Friday said Egypt had sent hundreds of police officers to the sealed Rafah border crossing to boost security in case of an attempt by the Palestinians to breach the border.
Speaking of the protesters themselves, many of whom were women, Chater said: "These people just can't believe the world is standing by and turning a blind eye towards them. They feel this protest at least was a way of showing their suffering and becoming more visible."
Israel imposed its blockade on the Gaza Strip after Hamas seized power in the territory last June.
On Thursday, UN agencies suspended aid distribution to Gaza, saying they had run out of fuel.
The last shipment of fuel to Gaza by Israel - the sole distributor of it to the territory - came before Palestinian fighters attacked an Israeli fuel depot on April 9.
An emergency shipment of fuel for UNRWA lorries from within Gaza was reportedly intercepted on Thursday by strawberry farmers who needed the supplies for irrigation and refrigeration.
Hamas earlier offered to halt cross-border rocket attacks if Israel opened crossing points into the Gaza Strip and ended its military incursions.
Israel dismissed the proposal.
David Baker, an Israeli government spokesman, said on Friday: "Hamas is biding time in order to rearm and regroup. There would be no need for Israel's defensive actions if Hamas would cease and desist from committing terrorist attacks on Israelis."
But an official close to Ehud Barak, Israel's defence minister, suggested that the two sides could still decide to hold their fire without a formal accord being agreed.
|The blockade left UNRWA unable to deliver|
food aid inside the Gaza Strip [AFP]
"We don't rule out a tacit agreement, on condition it is done in stages," he told the AFP news agency.
"In a first stage we demand all groups stop firing rockets. Israel would then be willing to reduce its operations if the calm continues."
Mahmoud Abbas, the Palestinian president, has voiced cautious support for the truce initiative.
Nimer Hammad, an aide to Abbas, said: "We hope that this proposal is a serious one, and we hope it will be taken seriously by Israel."
Also on Friday, Israeli security forces were hunting for Palestinian fighters after two security guards were shot dead at an industrial complex near the West Bank.
Hamas and Islamic Jihad have jointly claimed the attack.