The attack came hours after Israel chose to close its border crossing with Egypt in the wake of two church bombings that killed more than 40 people in northern Egypt.
The military said a rocket fired from Sinai exploded in an open field, causing no injuries.
"Increased activity by the [Islamic State-affiliated] "Sinai Province" in recent months has also found expression against Israel in its desire to commit terrorist attacks against tourists in Sinai, including Israelis, in the immediate term".
Ultra-Orthodox Jews burn leavened items in a final preparation before the start at sundown of the Jewish Passover (Pesach) holiday, in the city of Bnei Brak, central Israel, on April 10, 2017.
"In light of the gravity of the threat, the anti-terror bureau advises Israelis now in the Sinai to leave immediately and return to Israel". It only applies to Israeli citizens; foreigners will be allowed to cross the border. It adds that with the Islamic State group losing ground in Iraq and Syria, there is renewed "motivation to carry out terror attacks in different arenas at this time".
Adraee also said that Israeli military forces were searching the area following the attack.More news: Dancing With The Stars Most Memorable Year Recap
The attacks came on Palm Sunday and a week before the Coptic observance of Easter.
Earlier on Monday morning, in an unusual move, the Taba border crossing between Israel and Sinai was closed.
The Daesh group had claimed responsibility for the church bombings in the Nile Delta cities of Alexandria and Tanta in which at least 44 people were killed. Hours later, a suicide bomber killed at least 11 people and injured 25 in front of a church in Alexandria, according to reports.
President Donald Trump is joining in the global condemnation of the church bombings in Egypt, and he says he is "so sad to hear of the terrorist attack" against the USA ally.
Most of the attacks have taken place in the north of the Sinai Peninsula, which borders Israel and the Palestinian Gaza Strip, though attacks have reached Cairo.