The siren came just hours after he announced plans to halt settlements in the West Bank if he wins the election, according to Sky News. Mr Netanyahu was on stage at an event for Likud party supporters in Israel’s city of Ashdod when the siren went off.
The Prime Minister was then escorted off stage by his security team.
Reportedly, Mr Netanyahu was then taken to an air raid shelter while telling his supporters to remain calm.
Just minutes later, Mr Netanyahu continued his speech.
His speech came ahead of next week’s election, which is Israel’s second this year.
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Israel’s military later confirmed that it had intercepted two rockets which were launched from the Gaza Strip and aimed at Ashdod.
Fortunately, no injuries were reported.
There is currently no group claiming responsibility for the attack.
Earlier in his speech, the Prime Minister announced his plans to annex some Jewish settlements on the West Bank, if he is re-elected.
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During a dramatic press conference earlier today, the Israeli Prime Minister revealed the existence of the site, located at Abadeh in central Iran.
Pointing at satellite images of the compound, Mr Netanyahu claimed Iran had used it for experiments in an attempt to develop nuclear bombs.
Israel had been monitoring the site, which was used to conduct experiments relating to Iran’s nuclear weapons programme.
The Israeli leader then revealed that Tehran destroyed the site in July after Iran realised Israel was watching it.
Mr Netanyahu claimed Iran destroyed the site in order to hide evidence.
Israel uncovered the secret nuclear base in a trove of Iranian documents they previously obtained and released publicly last year.
He called the base a “secret atomic warehouse” – saying it had housed unspecified radioactive material that had since been removed.
Mr Netanyahu told the press conference: “In this site, Iran conducted experiments to develop nuclear weapons.
“Our message to Iran is: Israel knows what you’re doing, Israel knows when you’re doing it, and Israel knows where you are doing it.
“The only way to stop Iran’s march to the bomb is pressure, pressure and more pressure.”