Could not connect to the CI server. Please check your settings and try again

An error "Could not connect to the CI server. Please check your settings and try again" appears when trying to perform a merge request.

Version Information: GitLab 10.6.4-ee GitLab Plugin: 1.5.3 Jenkins CI

I have tested the connectivity from GitLab to Jenkins by hitting the "Test settings and save changes" option andit does not show any errors. I have manually checked the Jenkins Global Config as well to see if Jenkins is able to communicate with GitLab and I see no issues with that.

I have attached the screenshot below for your reference, any pointers on this issue will be appreciated.