Israeli soldiers shot dead three Palestinians on Sunday after two separate infiltration bids on the Gaza border, the army said.
"2 suspects attempted to infiltrate Israel from the southern Gaza Strip and damage the (border) security fence," the army tweeted.
"IDF (army) troops fired towards them. One of the suspects was killed, and the other was injured and transferred to security forces."
It later said two other Palestinians were killed after they hurled explosives at soldiers, without giving details on the locations of the two incidents.
On Saturday, the number of Palestinians killed by Israel since the start of what organisers dubbed the Great March of Return on March 30. Over 1,500 Palestinians have been wounded.
No Israelis have been reported hurt.
Marchers are demanding the right to return to their homes seized by Israel in 1948. Israel says that would mean the end of the Jewish state.
Despite international condemnation, Israel has said it will not investigate the killing of protesters in Gaza and threatened to "expand" its response.
The UN has warned that Gaza would be "unlivable" by 2020 due to Israel's blockade, which began after Hamas took control of the Strip in 2007.