As a result three people were slightly hurt, police said.
According to reports, Egypt has begun building a deep metal wall along its border with Gaza, which when finished will measure 10-11 km in length and will extend 18 metres below the surface.
Khaled Meshaal, the leader of Hamas, the group that controls the Strip, last week called on Egypt to stop building the wall, saying it would further isolate the beseiged territory.
Israel imposed a blockade on the Gaza Strip in 2006 after Gilad Shalit, an Israeli soldier, was captured by Hamas fighters.
The siege was tightened on Gaza after Hamas took full control of the Strip from forces loyal to the mainstream Fatah movement.