A rocket fired from Gaza struck the Hesder yeshiva in Sderot Thursday night.
The rocket caused the Red Alert siren to activate in Sderot.
The building suffered damage. There were no reported casualties.
Police responded to scene, including bomb disposal experts. The police sappers secured the remains of the rocket.
The rocket was fired from the town of Beit Hanoun in the northern Gaza Strip, Channel 13 News reported.
Asher Pizam, a witness to the rocket strike, told Channel 13: "We were in a weekly lesson when we heard the Red Alert and then a huge explosion. We went out and saw a lot of damage was done to the place. It's incredibly scary. Things cannot go on like this."
Yisrael Beyteinu chairman and former defense minister Avigdor Liberman responded to the rocket attack: "Dear residents of the south, allow me to express my deep sorrow for the untimely passing of your sense of security. This is precisely why I resigned as Defense Minister. We must bury the policy of 'managing the conflict' and revive Israel's deterrence."
Jewish Home chairman Rabbi Raffi Peretz said that "tonight, the leaders of Hamas must be held accountable. This is our ethical obligation to all the residents of the area and to all citizens of Israel."