Sderot, a town located close to the Gaza border, has dominated the news in Israel this week with parents keeping their children out of school until the government takes action to prevent the rocket attacks.
At lunchtime on Thursday, as Sahlin paid a visit to one of the schools affected by the bombing, the Kassam alarm began to sound.
"Two Kassam rockets hit the city. One of them didn't explode but the other one did," Sahlin's press secretary Cecilia Eklund told The Local.
There were no reports of any injuries. The rocket was thought to have exploded at a school some 1.5 kilometres from the school Sahlin was visiting at the time.
"Mona Sahlin was eating lunch and drinking coffee when the alarm went off. She took shelter in the school and was not in any danger," said Eklund.
Despite being fully aware of the recent attacks, Sahlin was quite shaken by the situation, her spokeswoman said.
Earlier in the day, the leader of the Social Democrats had met with Israel's former Defence Minister Amir Peretz. Together they visited a day care centre, which was hit by one of the seven Kassam rockets launched at the town on Monday.
Though shaken by Thursday's attack, Sahlin returned to Tel Aviv after lunch for the last leg of her visit to Israel and the Palestinian territories.
There she is scheduled to meet with the Prime Minister's wife Aliza Olmert before travelling on to Greece on Friday.