Facebook developers have chosen not to host gifs for a number of reasons. The massive amount of data contained in Facebook makes it understandable why another file format would seem like a bad idea to developers. Also there is a debate within Facebook over how gifs would affect the aesthetic quality of the newsfeed. For now, you can only link your files to Facebook, rather than posting the same way you can post images and videos.
The launch of Giphy, a gif search engine, has made it possible for Facebook users to post gifs through the Giphy software. This has provided a loophole for many users.