As I've just lost an hour and some hairs dealing with trying to setup a Jenkins project connected to a private repository hosted on Github, I thought it's worth a quick blog post. I'm using Ubuntu.
So first su as the jenkins user to create some SSH keypair:
$ssh-keygen -t sda -p
Notice the -p option; this will allow to avoid asking for a passphrase (which Jenkins cannot so running as a daemon).
Try to ssh on github:
$ssh-Tgit@github.comTheauthenticityofhost'github.com(207.97.227.239)'can'tbeestablished.RSAkeyfingerprintis16:27:ac:a5:76:28:2d:36:63:1b:56:4d:eb:df:a6:48.Areyousureyouwanttocontinueconnecting(yes/no)?yesHiusername/reponame!You'vesuccessfullyauthenticated,butGitHubdoesnotprovideshellaccess.
Notice that you're asked to allow github's hostname to be added to your known_hosts file: without completing this step, you're doomed.
Now, in the Jenkins project configuration interface, set the private repository url using the git protocol, eg. git@github.com:username/reponame.git.
That's it, Jenkins will be able to clone and use your private repo.
If you know a better way, I'm all ears.