The sound of the siren called on more than 200,000 residents of Be'er Sheva to find a shelter amid the rocket fire.
"A launch [of a rocket] from the Gaza Strip aimed at hitting the Israeli territory has been registered," the statement said.
According to the IDF, the incident took place at 4:00 a.m. local time (01:00 GMT).
"We will defend Israeli civilians," the IDF spokesperson wrote on the Twitter page.
The Israeli police said that the rocket had damaged a residential house in Be'et Sheva.
There are no reports about any victims or damages caused by the rocket fire.
Tensions between the Israelis and the Palestinians near the Gaza border have been mounting since late March, which marked the beginning of the Great March of Return. The recent disturbances on the Israeli-Gaza border have been caused by continued shelling and the launch of arson balloons by Hamas militants into Israeli territories.
For decades, Israel has been in conflict with the Palestinians, who have been seeking diplomatic recognition for their independent state on the territories of the West Bank, including East Jerusalem, which are partially occupied by Israel, and the Gaza Strip.
The Israeli government refuses to recognize Palestine as an independent political and diplomatic entity and continues to build settlements in the occupied areas, despite objections from the United Nations.