No armed protesters could immediately be noticed in the unsteady video footage.
An Israeli military spokeswoman in Tel Aviv said the Israeli army was investigating the incident.
She called that the protest had been violent, saying the protesters hurled rocks at the soldiers guarding the border fence and "lit fires that potentially could have damaged and reached the security fence".
"An IDF [Israeli army] force operated in order to drive the group away from the security fence, including firing warning shots," she told the German Press-Agency DPA.
The buffer area, she argued, is considered a "war zone" used by armed groups to carry out attacks against Israel.
Palestinians say the aim of the peaceful protests is to prevent the establishment of the zone which they say is resulting in large areas of farmland being confiscated and farmers being prevented from reaching their fields.
Gaza has seen relative calm since the end of Israel's devastating three-week offensive on the Strip in the winter of 2008-2009 that left at least 1,400 Palestinians killed.
Since the Gaza war, both Israel and Hamas have largely observed an unwritten truce, but in recent weeks fatal incidents in the area have increased, sparking some fears among observers that they may build up to a new cycle of violence.