Error while installing json gem 'mkmf.rb can't find header files for ruby'

Modern era update, as stated by mimoralea:

In case that you are using ruby 2.0 or 2.2 (thanks @patrick-davey).

sudo apt-get install ruby2.0-dev
sudo apt-get install ruby2.2-dev
sudo apt-get install ruby2.3-dev

or, generic way:

sudo apt-get install ruby-dev

or

sudo apt-get install ruby`ruby -e 'puts RUBY_VERSION[/\d+\.\d+/]'`-dev

The first link you’ve posted is exactly your case: there is no ruby development environment installed. Development env is needed to compile ruby extensions, which are mostly written in C. Proxy has nothing to do with the problem: everything is downloaded fine, just compilation fails.

I would suggest you to install ruby-dev (ruby-devel for rpm-based distros) package onto you target machine.

gcc package might be needed as well.

Try:

$ sudo apt-get install ruby-dev

Or, for Redhat distro:

$ sudo yum install ruby-devel

Or, for [open]SuSE:

$ sudo zypper install ruby-devel

For Xcode 11 on macOS 10.14, this can happen even after installing Xcode and installing command-line tools and accepting the license with

sudo xcode-select --install
sudo xcodebuild -license accept

The issue is that Xcode 11 ships the macOS 10.15 SDK which includes headers for ruby2.6, but not for macOS 10.14's ruby2.3. You can verify that this is your problem by running

ruby -rrbconfig -e 'puts RbConfig::CONFIG["rubyhdrdir"]'

which on macOS 10.14 with Xcode 11 prints the non-existent path

/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.15.sdk/System/Library/Frameworks/Ruby.framework/Versions/2.3/usr/include/ruby-2.3.0

However, Xcode 11 installs a macOS 10.14 SDK within /Library/Developer/CommandLineTools/SDKs/MacOS10.14.sdk. It isn't necessary to pollute the system directories by installing the old header files as suggested in other answers. Instead, by selecting that SDK, the appropriate ruby2.3 headers will be found:

sudo xcode-select --switch /Library/Developer/CommandLineTools
ruby -rrbconfig -e 'puts RbConfig::CONFIG["rubyhdrdir"]'

This should now correctly print

/Library/Developer/CommandLineTools/SDKs/MacOSX10.14.sdk/System/Library/Frameworks/Ruby.framework/Versions/2.3/usr/include/ruby-2.3.0

Likewise, gem install should work while that SDK is selected.

To switch back to the current Xcode SDK, use

sudo xcode-select --switch /Applications/Xcode.app

In case that you are using ruby 2.0 or 2.2 (thanks @patrick-davey) or 2.3 (thanks @juanitofatas).

sudo apt-get install ruby-dev
sudo apt-get install ruby2.0-dev
sudo apt-get install ruby2.2-dev
sudo apt-get install ruby2.3-dev

And you get the pattern here...