Jenkins CI : Could not connect to the CI server

GitLab 8.0.3-ee
GitLab Shell 2.6.5
GitLab API v3
Ruby 2.1.6p336
Rails 4.1.12
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Jenkins 1.609.1
Gitlab Hook Plugin 1.4.0

Hi,

I am having an issue to get CI status using Jenkins CI module. My jenkins project is configured as mentioned here: http://doc.gitlab.com/ee/integration/jenkins.html

My scenario:

I created a job test1 on jenkins, git repository setup with a test project named 'my-awesome-project', branch_to_build: **

When pressing "Test Settings" button on jenkins CI module, My job 'test1' is triggered, prooving the connection is properly established. URL: http://jenkins/job/test1/

On my git project, I have created a branch "feature/ci_test_4" and then created a merge request feature/ci_test_4 into master. The following is displayed: Could not connect to the CI server. Please check your settings and try again.

I have intercepted the request sent by gitlab. The following URL is called and return a 404: http://jenkins/job/test1/_feature/ci_test_4/scm/bySHA1/7c29b98573a9086737795ba8021f31da6b966ace

This one is ok : http://jenkins/job/test1/

Do you have any clue ?

Thank you very much