I have a couple of servers:
On gitlab, I have a webhook:
On Push events -> http://{jenkinsIP}:8080/gitlab
You don't have to put a schedule in the "poll SCM" box, it's enough to enable this option. (even if jenkins warns you (yellow), that nothing will ever happen). Then, the webhook at gitlab does his job. I configured my stuff following http://juristr.com/blog/2014/01/git-flow-jenkins-gitlab/ and it works