'Gunshots to head'
Four bodies were retrieved and taken to a hospital in central Gaza, two of the dead had suffered multiple gunshots to the head, Moawiya Hassanain, a Palestinian health official, said.
The incident came a week after nine pro-Palestinian activists were killed in a clash with naval commandos as their vessel tried to reach Gaza.
Israel has been enforcing a blockade of Gaza since 2007, when Hamas seized the territory.
The closure also includes a maritime blockade that was highlighted in recent days when Gaza-bound aid ships were intercepted by the Israeli navy.