Can not set build trigger: Url is blocked

I does not work to add a build trigger (in Project - Settings - Integrations) to a Jenkins on the same server. I get an error: Url is blocked: Requests to localhost are not allowed

The Jenkins is installed on the same server in an other subdomain. It is like this:

• GitLab: https://gitlab.subdomain.example.com
• Jenkins: https://jenkins.subdomain.example.com

Both are behind an nginx proxy.

I use GitLab 11.2.3 (06cbee3b)