He said the family was then forced to stand outside for several hours during cold weather while their house was vandalised.
Abu al-Rab had been arrested by the Israeli military in the past, and had been wanted by Israel for a year and half.
The Israeli military said it arrived at the home to find Abu al-Rab fully armed. It said that he had also been planning attacks against Israel.
Palestinian medical sources confirmed Abu al-Rab died from multiple bullet wounds.