Gist shortcode is not working

I freshly installed a brand new WordPress for testing purpose as I am intending to refresh my current website. One of the requirement I have is to be able to embed code from Gist. Following the WordPress documentation, newer version comes with a specific shortcode for Gist : Gist Shortcode

The issue is that it does not work at all. I tried pasting simply the url on a single line or wraping it around [gist] tags but nothing works. The url simply displays as raw text inside the post. I do know that some plugins provide the same functionality but I really wish to use the WordPress builtin functionality.

My site has been automatically hosted and installed on an Azure website, is running PHP 5.4 and WordPress 3.8.1.

Thanks for your help.

Gist tags and oembed handling is specific to WordPress.com, and doesn’t come bundled with standard WordPress from wordpress.org

You will need to acquire a plugin to register gists as an oembed provider, or add embed tags.

There are plenty of plugins that do this available, I use this one. If you’d like to write your own, you’ll want to use the wp_embed_register_handler function as a starting point.