From the Jenkins version 1.532 and later, the Jenkins page is not displayed in an iframe.
Do you need a way to permit Jenkins to be visible in selected iframes? Here you go.
To configure X-Frame-Options:
If you try to load content into an iframe and the X-Frame-Options header is set to SAMEORIGIN, then the content loading is prevented. To override the default X-Frame-Options header settings, you have to perform the following:
For example, on the http://jenkins.maa.relenghub.collab.net/jenkins/configure page, enter ALLOW-FROM http://forge.collab.net for X-Frame-Options Options.
Now, the page can only be displayed in a frame on the specified origin.