[webhook] delivery of the payload failed

On GitHub, the webhook page says that the delivery of the payload failed. If I enter the address of the hook in the browser (namely: http://myip:8080/github-webhook), it shows an infuriated Jenkins saying «A problem occurred while processing the request.»

The IP I give is the same as the one to trigger the build. The build starts both from the command line and the browser.

Could it be a firewall or a proxy issue? Or maybe it takes a public IP on the computer?