The leader of the Islamist movement Hamas, which dominates Gaza, called for a "day of rage" on Friday and said it should "be the first day of the intifada against the occupier".
"We have given instructions to all Hamas members and to all its wings to be fully ready for any new instructions or orders that may be given to confront this strategic danger," Ismail Haniya said.
Benjamin Netanyahu said Israel was profoundly grateful to Mr Trump, who had "bound himself forever with the history of the capital".
He also said Israel was "in touch with other countries to follow suit. I have no doubt other embassies will move to Jerusalem - the time has come."
He did not name any of these countries, although the Philippines and the Czech Republic have been singled out in Israeli media.