My system has:
try
gem update
then
gem install jekyll
And you may want to try with Ruby 1.9.3 and compatible DevKit.
I got this error while installing Jekyll on Linux (Mint 17, which is based on Ubuntu 14.04).
I eventually found the solution here. I needed both the ruby-dev package and nodejs (the latter due to a bug in Jekyll).
sudo apt-get install ruby ruby-dev make
sudo gem install jekyll --no-rdoc --no-ri
sudo apt-get install nodejs
I ran into this problem too. Running the following installed Jekyll for me:
$ \curl -L https://get.rvm.io | bash -s stable --rails --autolibs=enabled
$ sudo gem install jekyll
This installs RVM, updates Rails and installs Jekyll.
BTW - Most of the posts I've found indicate it's a problem with Xcode not having the developer tools installed. I have a newer MacBook Pro on which this stuff was installed by default, so attempting to install the Xcode dev tools did nothing for me (unlike the above, which did everything I needed).