Mohammed Najjar, 25, was shot in the stomach in a clash east of Jabalia in the northern Gaza Strip while 38-year-old Mahmoud Muammar and 22-year-old Mohammed Abu Omar, were both shot dead in Rafah, the Palestinian health ministry said in a statement on Friday.
The other three victims were identified as 19-year-old Ahmed Oudeh, 33-year-old Jihad Freneh and Mahmoud Saadi Rahmi.
Earlier on Friday, Omar Waheed Abu Samour, a farmer from Gaza was also killed by Israeli artillery fire while standing on his land near Khan Yunis, just hours ahead of the demonstrations.
There has been no immediate confirmation from the Israeli army of the strike that killed Samour.
More than 550 Palestinians were also injured after Israeli forces fired live ammunition at the protesters and used tear gas to push them back from a heavily fortified fence, according to the Palestinian Red Crescent.
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Land Day: Palestinians protesting the expropriation of their land
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Land Day
The demonstration commemorates Land Day, which marks the day - March 30, 1976 - when six Palestinian citizens of Israel were killed by Israeli forces during protests over Israeli land confiscations.
The march was called for by all political factions and several Palestinian civil society organizations in the besieged enclave.
Speaking to the marchers, Hamas leader Ismail Haniyeh said: "The Palestinian people have proved time after time that they can take the initiative and do great things. This march is the beginning of the return to all of Palestine."
Protesters in Gaza have gathered in five different spots along the border, originally positioned about 700 meters away from the fence.
The Israeli army deployed more than 100 snipers on the other side of the border with permission to fire, Gadi Eizenkot, the Israeli military chief of staff, told an Israeli newspaper on Wednesday.
Friday's demonstration is also set to kick off six weeks of protests leading up to the inauguration of the new US embassy in Jerusalem around May 14.