Islamic Jihad's armed wing, in a statement, said four of its fighters had been killed during "preparations", without giving further details.
The men died when a tuk tuk vehicle exploded a few hundred metres from the border with Israel, an AFP correspondent at the scene said.
The explosions comes a day after a third Friday of protests along the Gaza-Israel border.
Thousands gathered to call for a return to their historic homelands in what is now Israel.
One person was killed yesterday as Israeli forces along the border fired at stone-throwing protesters.
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