The Sudan People's Liberation Movement-North (SPLM-N) on Saturday also denied it was trying to disrupt a regional football tournament scheduled to start on Tuesday in the capital Kadugli.
Rebel spokesperson Arnu Ngutulu Lodi told Agence France-Presse the shelling occurred on Friday while insurgents advanced from the west of the town.
"We are going to liberate the city," he said, claiming that the rebels captured a military compound during their action.
Sudan's army spokesperson could not be reached.
The United Nations Security Council and UN chief Ban Ki-moon condemned the attack which left an Ethiopian peacekeeper dead and two others wounded.
They belonged to the UN's Interim Security Force for Abyei (Unisfa), a nearby area disputed by Sudan and South Sudan. Unisfa has a logistics base in Kadugli.
'Intention to disturb'
"This is unexpected," Lodi said of the incident, adding the rebels were targeting a Sudanese military facility.
The Unisfa base is near the stadium which is to host the Council for East and Central Africa Football Associations Club Cup for east and central Africa.
"We don't have any intention to disturb" the event, Lodi said.
Khartoum accuses neighbouring South Sudan of backing the SPLM-N, a charge the South denies.
Tensions between the two countries escalated this week, endangering a vital oil deal. – AFP