KIEV, Ukraine—A prominent Palestinian engineer from the Gaza Strip turned up in an Israeli prison shortly after his midnight disappearance from a train in Ukraine last month, according to a United Nations official and an Israeli legal defense group.

Ukraine's Interior Ministry said Thursday it was investigating the disappearance "in unknown circumstances" of Dirar Abu Sisi, who holds a key position in the Hamas-ruled Palestinian enclave. Israeli officials declined to comment on the case, which appeared to fit a decades-old...