JERUSALEM, Sept 21 (Reuters) - Israeli soldiers killed three armed militants who crossed into Israel from Egypt on Friday, the army said, with local media reporting that an Israeli soldier had also died in the incident.

The military declined immediate comment on Israeli casualties, but said their forces had prevented a major assault.

"A big terror attack was thwarted. Three terrorists infiltrated from Sinai into Israel and opened fire towards IDF soldiers guarding the border," army spokeswoman Lieutenant-Colonel Avital Leibovich said.

"The terrorists were well armed and carried explosive belts upon their bodies," she added.

It was at least the fourth cross-border attack into Israel in just over a year, underscoring deep Israeli concerns about the security situation in the Sinai peninsula since the ousting of Egypt's former president Hosni Mubarak in 2011.

Leibovich said she did not have any information on the identity or affiliation of the gunmen. Previous attacks were blamed on Palestinian militants from the Gaza Strip and their supporters, who have allegedly established bases in the Sinai.

An Egyptian security source said one of the gunmen died when a bomb he was carrying detonated and the other two were killed in a gun battle with Israeli forces. He added that the nationalities of the gunmen were not immediately clear.

In August, Islamist militants killed 16 Egyptian border guards and commandeered an armoured vehicle which they smashed across the border before being killed by the Israeli military.

In June, militants crossed the border area and fired on Israelis building a barrier along the desert frontier, killing a worker, before soldiers shot dead two of the attackers.

Israel is putting up the border fence to curb an influx of African migrants and improve security, hoping to complete it by the end of the year. It will run along most of the 266-km (165 miles) frontier from Eilat, on the Red Sea, to the Gaza Strip.

Leibovich said Friday's attack took place about halfway down the desolate border near an area known as Mount Harif, where the barrier is still under construction.

Egypt launched a crackdown on lawlessness in the Sinai following the Aug. 6 massacre and has sent additional forces into the area. (Additional reporting by Tom Perry in Cairo; Writing by Ori Lewis; Editing by Mark Heinrich)