Spokesperson Ashraf al-Qudra said the woman was shot in the head east of Gaza City.
Qudra named her as Amal al-Taramsi, 43, saying she was the third woman to die in months of clashes that have seen at least 241 Palestinians killed.
At least 25 other Palestinians received gunshot wounds, al-Qudra said in a statement.
In June, a female Palestinian medical volunteer was shot dead in border clashes.
Protests have calmed in recent months amid an informal truce between Israel and Hamas.
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