Install Jenkins on Ubuntu steps from here . Works for me with my Ubuntu 14.04 and latest Jenkins 1.567:

Type following commands in terminal:
$ wget -q -O - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -
$ sudo sh -c 'echo deb http://pkg.jenkins-ci.org/debian binary/ > /etc/apt/sources.list.d/jenkins.list'
$ sudo apt-get update
$ sudo apt-get install jenkins

Jenkins will install and configured to run as a daemon. Check the installation by opening http://localhost:8080 in browser

It also can be useful for further Jenkins configuration:
$ sudo usermod -G shadow jenkins

Stop Jenkins:
$ sudo /etc/init.d/jenkins stop