The bombing, which also wounded an American, will likely intensify U.S. pressure on the Palestinian Authority to take action against militant groups. The U.S. Embassy advised U.S. citizens to leave the Gaza Strip after the attack.

There was no claim of responsibility. But if Palestinian militants were to blame, it could signal a dramatic change in strategy. While targeting Israeli soldiers and civilians for years, groups like Hamas and Islamic Jihad repeatedly insist they do not target U.S. officials - apparently to avoid a harsh retribution from the Americans and the anger of Palestinian officials trying to work with Washington.

Palestinian leader Yasser Arafat condemned the attack as an "awful crime" and said he ordered an investigation.

The U.S. State Department said the three dead were security personnel accompanying diplomats from the U.S. Embassy in Tel Aviv, who were heading to interview Palestinian candidates for Fulbright scholarships.

The bomb detonated around 10:15 a.m. (4:15 a.m. EDT) Wednesday as the three-car convoy, escorted by Palestinian police, was heading south on Gaza's main road just after entering the Gaza Strip from Israel. In Washington, State Department spokeswoman Brooke Summers said the blast came from a "previously planted explosive device."

After the first two cars - including the police escort - went by, the third car had just passed when the blast went off near a gas station, said Mohammed Radwan, a Palestinian taxi driver who was at the station at the time.

"The first two cars drove quickly and stopped far from the explosion. Palestinian security people jumped out of the car and rushed to the car that had blown up ... I saw two people covered with blood lying next to the car," he said.

The blast gouged a deep crater into the unpaved stretch of road. The attack tore the van in half and flipped it over, leaving the wreckage twisted with the tires up in the air. The pavement was stained with blood and littered with bits of flesh that were collected by Palestinian paramedics.

An AP reporter saw a gray wire with an on-off switch leading from the scene of the attack to a small concrete room at the side of the road. The blast was about a mile south of the Erez crossing between Israel and Gaza.

U.S. diplomatic sources said the people in the targeted car were security guards for the U.S. diplomats traveling in the other vehicles. Palestinian officials said the diplomats were U.S. monitors.

Israeli counterterrorism expert said it was the first attack on an official U.S. target in the West Bank and Gaza Strip in recent memory.

Attacks on U.S. targets have taken place in other other Arab countries, including Lebanon, Saudi Arabia and now Iraq. In October last year, an American administrator for the U.S. Agency for International Development was gunned down in the Jordanian capital, Amman, in an assassination thought linked to the al-Qaida network.

But in the bloody conflict between Israel and the Palestinians, there has been an unofficial policy of "hands-off" the Americans - though 45 Americans, many with dual citizenship, have been caught in the crossfire in the past three years of fighting.

The Palestinian militant Hamas and Islamic Jihad groups, responsible for the bulk of the attacks on Israelis in the past three years of fighting, have said they have no interest in taking aim at non-Israeli targets.

Islamic Jihad spokesman Nafez Nazzam said Wednesday after the attack that his group "has no intention to extend a cycle of confrontation with any nation ... except the occupation. Our battle is with the occupiers only."

"In the land of Palestine, it's not proper to target Americans nor any other nations," he said.

But resentment against the United States has been growing steadily, with many Palestinians complaining that Washington sides with Israel.

U.S. convoys travel in Gaza almost daily, and are easily identifiable - usually bearing diplomatic license plates - and mostly take the same route on the main north-south road in the strip.

Several hours after the bombing, U.S. investigators arrived at the scene and photographed the mangled van. About a dozen Palestinian youths threw stones at the investigators as about 200 Palestinians looked on.

As the angry crowd chanted "Allahu Akbar" - "God is great" - the Americans rushed back into their cars, surrounded by nervous Palestinian security officers with rifles raised. Palestinian police beat some people in the crowd while pushing the spectators back, and the cars sped away under a hail of stones.

The U.S. Embassy in Tel Aviv did not release the names of the three Americans killed. The wounded American was initially treated at a Gaza hospital and was later transferred to Soroka Hospital in the southern Israeli town of Beersheba.

Palestinian Prime Minister Ahmed Qureia denounced the attack. "We strongly condemn this incident and we will conduct an investigation and we will follow it to find the source of this attack," he told reporters in the West Bank.

Cabinet minister Saeb Erekat suggested the blast would undercut the long-standing Palestinian plea for international supervision in the West Bank and Gaza.

"These are American monitors that have come here at our request, Erekat said. "These people were here to help us."

Israeli officials said the attack underscored the need to dismantle Palestinian militant groups - a requirement of the stalled, U.S.-backed "road map" peace plan that Palestinian leaders have refused to carry out.

"What happened is evidence that no one is immune, unfortunately, to Palestinian terrorism, even when we are talking about the representatives of ... the United States, whose entire goal was and remains to advance a peace agreement between the sides," said Zalman Shoval, an adviser to Prime Minister Ariel Sharon.