This problem might occur if you are behind corporate proxy and corporation uses its own certificate. Just add “–no-check-certificate” in the command.
e.g.
wget --no-check-certificate -qO - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -
It works.
If you want to see what is going on, you can use verbose command instead of quiet before adding “–no-check-certificate” option.
e.g.
wget -vO - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -
This will tell you to use “–no-check-certificate” if you are behind proxy.