A Palestinian teenager died on Saturday after being wounded by Israeli forces at the Israel-Gaza border a day earlier, Gaza's health ministry said.
Muadh al-Suri, 15, was shot in the stomach on Friday, spokesman Ashraf al-Qudra said. He added that al-Suri's death brought the total death toll from Friday to two, with at least 200 wounded.
According to the Israeli army, some 8,000 Gazans had gathered at different spots along the frontier.
The army said that a number of Palestinians had "infiltrated" Israel and threw firebombs and "an explosive device" before returning to Gaza.
Another Palestinian, 25-year-old Ahmed Yaghi, was killed by an Israeli sniper east of Gaza City on Friday.
Both Yaghi and al-Suri were buried on Saturday.
At least 147 Palestinians have been killed since the Great Return March protests broke out on 30 March. No Israelis have been killed.
Palestinians are calling to return to the homes their families were forced from in 1948, during the war surrounding the creation of Israel.
Protesters have also called for an end to the decade-long crippling blockade on the Palestinian enclave.
Israel says its use of live fire is necessary to defend its borders and stop infiltrations but human rights groups accuse it of disproportionate force against unarmed protesters.