Baroness Ashton's trip comes amid a new push by the EU and US to revive stalled Middle East peace talks. The international quartet of Middle East mediators - the EU, US, UN and Russia - is to meet in Moscow later. As Lady Ashton arrived, militants in Gaza fired a rocket into Israel, killing a man, Israeli officials said. The rocket struck the Netiv Ha'assera kibbutz in southern Israel killing a foreign agricultural worker, according to reports.
Although militants in Gaza have fired hundreds of rockets into Israel, this is the first fatality since the end of Israel's offensive there in January 2009.
Baroness Ashton said after the attack: "I condemn any kind of violence. We have got to find a peaceful solution to the issues and problems... we need to move forward."
Baroness Ashton will later join US Secretary of State Hillary Clinton, who has already arrived in the Russian capital for the talks.
The Moscow meeting will "demonstrate international support" for indirect talks between Israel and the Palestinians, said US State Department spokesman PJ Crowley.
BaronessAllods Gold
Ashton swept into Gaza City from Israel in a convoy of armoured cars and was taken to a UN food distribution centre. The BBC's Jon Donnison in Gaza says she is not expected to meet Hamas leaders during her brief visit. The EU is the largest contributor of aid to the Palestinians, delivering 1bn euros ($1.4bn; ?890m) a year.